+89.1%
IEF vs LYV
+1,446.8%
-1,357.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.3% | -1.9% | +0.6% | -1.4% |
| 30D | -1.7% | -8.2% | +6.4% | -2.0% |
| 3M | -2.5% | -1.3% | -1.3% | -2.5% |
| 6M | -3.3% | +2.6% | -5.9% | -3.1% |
| YTD | -2.8% | +19.4% | -22.2% | -2.2% |
| 1Y | -2.7% | -2.2% | -0.5% | -2.7% |
| 3Y | +8.9% | +106.0% | -97.1% | +11.8% |
| 5Y | -9.4% | +97.7% | -107.1% | -6.6% |
| 10Y | +3.7% | +560.5% | -556.9% | +13.4% |
| All | +89.1% | +1,446.8% | -1,357.7% | +118.0% |
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