+142.3%
IEMG vs LYV
+1,784.3%
-1,642.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -1.3% | -1.9% | +0.6% | -0.9% |
| 30D | +1.9% | -8.2% | +10.1% | +3.9% |
| 3M | +1.4% | -1.3% | +2.7% | +1.5% |
| 6M | +15.2% | +2.6% | +12.6% | +14.0% |
| YTD | +23.8% | +19.4% | +4.4% | +18.2% |
| 1Y | +30.7% | -2.2% | +32.9% | +30.1% |
| 3Y | +83.3% | +106.0% | -22.8% | +51.0% |
| 5Y | +48.8% | +97.7% | -48.9% | +19.5% |
| 10Y | +142.8% | +560.5% | -417.7% | +34.1% |
| All | +142.3% | +1,784.3% | -1,642.0% | +7.2% |
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