+62.3%
IWM vs LYV
+109.4%
-47.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -2.4% | -1.9% | -0.5% | -1.8% |
| 30D | -4.6% | -8.2% | +3.6% | -1.9% |
| 3M | -0.3% | -1.3% | +1.0% | -0.2% |
| 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% | +21.4% |
| 3Y | +62.3% | +106.0% | -43.7% | +15.8% |
| All | +62.3% | +109.4% | -47.0% | +15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling