+458.7%
IWM vs LYV
+1,446.2%
-987.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -2.5% | -4.2% | +1.6% | -1.2% |
| 30D | -4.4% | -7.2% | +2.8% | -2.2% |
| 3M | +2.2% | +1.5% | +0.7% | +1.5% |
| 6M | +14.0% | +2.7% | +11.3% | +12.3% |
| YTD | +17.4% | +19.4% | -2.0% | +9.8% |
| 1Y | +22.9% | -0.5% | +23.4% | +21.2% |
| 3Y | +62.1% | +110.1% | -48.1% | +24.2% |
| 5Y | +38.2% | +97.6% | -59.4% | +4.5% |
| 10Y | +169.0% | +560.2% | -391.3% | +29.8% |
| All | +458.7% | +1,446.2% | -987.5% | +92.3% |
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