-1.2%
IEF vs LYV
+26.7%
-27.9%
-7.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.4% |
| 7D | +0.8% | +1.9% | -1.1% | +0.7% |
| 30D | +3.2% | +5.5% | -2.3% | +2.9% |
| 3M | -1.1% | -1.2% | +0.2% | -1.1% |
| 6M | -1.4% | +15.3% | -16.6% | -2.1% |
| YTD | -1.8% | +27.2% | -29.0% | -2.7% |
| 1Y | -1.2% | +34.5% | -35.7% | -2.2% |
| All | -1.2% | +26.7% | -27.9% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling