+1,182.8%
IGV vs LYV
+1,446.2%
-263.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -5.4% | -4.2% | -1.2% | -4.3% |
| 30D | -2.6% | -7.2% | +4.6% | -0.8% |
| 3M | +10.5% | +1.5% | +9.0% | +9.9% |
| 6M | +18.2% | +2.7% | +15.4% | +16.8% |
| YTD | -4.2% | +19.4% | -23.6% | -9.3% |
| 1Y | -9.8% | -0.5% | -9.3% | -10.7% |
| 3Y | +39.1% | +110.1% | -71.0% | +12.3% |
| 5Y | +21.2% | +97.6% | -76.4% | -1.9% |
| 10Y | +361.5% | +560.2% | -198.7% | +159.0% |
| All | +1,182.8% | +1,446.2% | -263.3% | +482.8% |
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