+538.7%
IJR vs LYV
+1,446.8%
-908.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -2.2% | -1.9% | -0.2% | -1.6% |
| 30D | -4.6% | -8.2% | +3.6% | -2.1% |
| 3M | +0.2% | -1.3% | +1.5% | +0.4% |
| 6M | +14.7% | +2.6% | +12.1% | +13.1% |
| YTD | +18.9% | +19.4% | -0.5% | +11.3% |
| 1Y | +19.9% | -2.2% | +22.2% | +18.9% |
| 3Y | +53.0% | +106.0% | -53.0% | +18.8% |
| 5Y | +40.9% | +97.7% | -56.8% | +6.9% |
| 10Y | +171.1% | +560.5% | -389.4% | +33.5% |
| All | +538.7% | +1,446.8% | -908.1% | +123.3% |
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