+179.3%
IJH vs LYV
+564.6%
-385.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.8% |
| 7D | -1.9% | -1.9% | +0.1% | -1.2% |
| 30D | -4.6% | -8.2% | +3.6% | -2.0% |
| 3M | -1.2% | -1.3% | +0.1% | -1.1% |
| 6M | +9.4% | +2.6% | +6.8% | +7.7% |
| YTD | +13.3% | +19.4% | -6.1% | +5.6% |
| 1Y | +13.4% | -2.2% | +15.6% | +12.4% |
| 3Y | +50.4% | +106.0% | -55.6% | +14.1% |
| 5Y | +49.0% | +97.7% | -48.7% | +9.9% |
| All | +179.3% | +564.6% | -385.4% | +32.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling