+17.5%
IJR vs LYV
+26.7%
-9.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.1% | -2.8% | -3.6% |
| 7D | -3.2% | +1.9% | -5.1% | -3.5% |
| 30D | -1.0% | +5.5% | -6.5% | -1.9% |
| 3M | -7.4% | -1.2% | -6.1% | -7.3% |
| 6M | +0.2% | +15.3% | -15.0% | -2.5% |
| YTD | +15.3% | +27.2% | -11.8% | +10.5% |
| 1Y | +17.5% | +34.5% | -17.0% | +10.7% |
| All | +17.5% | +26.7% | -9.3% | +10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling