+1,468.2%
LYV vs IFF
+302.2%
+1,166.0%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | +0.3% |
| 7D | -1.9% | -3.2% | +1.2% | -0.1% |
| 30D | -8.2% | -0.3% | -7.9% | -8.0% |
| 3M | -1.3% | +8.4% | -9.7% | -6.6% |
| 6M | +2.6% | +23.0% | -20.4% | -11.5% |
| YTD | +19.4% | +25.5% | -6.1% | +1.2% |
| 1Y | -2.2% | +29.1% | -31.3% | -19.6% |
| 3Y | +106.0% | +31.7% | +74.4% | +57.0% |
| 5Y | +97.7% | -35.2% | +132.9% | +127.7% |
| 10Y | +560.5% | -20.7% | +581.2% | +485.9% |
| All | +1,468.2% | +302.2% | +1,166.0% | +287.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling