+66.3%
IBIT vs LYV
+90.4%
-24.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.1% |
| 7D | +1.1% | -5.3% | +6.5% | +3.4% |
| 30D | +22.2% | -7.9% | +30.2% | +26.3% |
| 3M | +26.0% | +4.5% | +21.5% | +23.0% |
| 6M | +13.2% | +2.5% | +10.7% | +10.8% |
| YTD | -10.8% | +19.3% | -30.1% | -18.9% |
| 1Y | -29.9% | -0.2% | -29.8% | -30.5% |
| All | +66.3% | +90.4% | -24.1% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LYV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling