+8.9%
IEF vs LYV
+109.4%
-100.5%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.3% | -1.9% | +0.6% | -1.3% |
| 30D | -1.7% | -8.2% | +6.4% | -1.6% |
| 3M | -2.5% | -1.3% | -1.3% | -2.5% |
| 6M | -3.3% | +2.6% | -5.9% | -3.4% |
| YTD | -2.8% | +19.4% | -22.2% | -3.0% |
| 1Y | -2.7% | -2.2% | -0.5% | -2.9% |
| 3Y | +8.9% | +106.0% | -97.1% | +6.5% |
| All | +8.9% | +109.4% | -100.5% | +6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling