+90.9%
LYV vs IFF
-35.8%
+126.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | +0.2% |
| 7D | -1.9% | -3.2% | +1.2% | -0.9% |
| 30D | -8.2% | -0.3% | -7.9% | -8.1% |
| 3M | -1.3% | +8.4% | -9.7% | -4.2% |
| 6M | +2.6% | +23.0% | -20.4% | -5.2% |
| YTD | +19.4% | +25.5% | -6.1% | +9.3% |
| 1Y | -2.2% | +29.1% | -31.3% | -11.8% |
| 3Y | +106.0% | +31.7% | +74.4% | +75.3% |
| All | +90.9% | -35.8% | +126.7% | +128.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 5y: compounded portfolio wealth divided by compounded IFF 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…
5y analysis · Full analysis span regression · 6 months rolling