+66.9%
IYR vs LYV
+564.6%
-497.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.8% |
| 7D | -1.4% | -1.9% | +0.6% | -0.9% |
| 30D | -2.7% | -8.2% | +5.5% | -0.6% |
| 3M | -2.1% | -1.3% | -0.9% | -2.0% |
| 6M | +3.6% | +2.6% | +1.0% | +2.3% |
| YTD | +8.1% | +19.4% | -11.3% | +2.5% |
| 1Y | +4.7% | -2.2% | +7.0% | +4.1% |
| 3Y | +29.1% | +106.0% | -76.9% | +3.8% |
| 5Y | +6.9% | +97.7% | -90.7% | -16.4% |
| All | +66.9% | +564.6% | -497.7% | -7.5% |
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