+166.4%
IWM vs LYV
+564.6%
-398.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -2.4% | -1.9% | -0.5% | -1.7% |
| 30D | -4.6% | -8.2% | +3.6% | -1.7% |
| 3M | -0.3% | -1.3% | +1.0% | -0.1% |
| 6M | +14.7% | +2.6% | +12.1% | +12.9% |
| YTD | +17.8% | +19.4% | -1.6% | +9.4% |
| 1Y | +21.2% | -2.2% | +23.5% | +20.1% |
| 3Y | +62.3% | +106.0% | -43.7% | +21.1% |
| 5Y | +38.7% | +97.7% | -58.9% | +1.0% |
| All | +166.4% | +564.6% | -398.3% | +21.1% |
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