+106.0%
LYV vs IOVA
+43.8%
+62.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.7% | -5.6% | -0.2% |
| 7D | -1.9% | -2.2% | +0.2% | -1.9% |
| 30D | -8.2% | +27.6% | -35.8% | -9.1% |
| 3M | -1.3% | +117.2% | -118.4% | -4.5% |
| 6M | +2.6% | +77.7% | -75.1% | -0.2% |
| YTD | +19.4% | +215.0% | -195.6% | +12.9% |
| 1Y | -2.2% | +255.4% | -257.6% | -8.5% |
| 3Y | +106.0% | +42.6% | +63.4% | +86.1% |
| All | +106.0% | +43.8% | +62.2% | +86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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