+1,641.6%
LYV vs IOVA
-91.8%
+1,733.4%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.7% | -5.6% | -0.1% |
| 7D | -1.9% | -2.2% | +0.2% | -1.9% |
| 30D | -8.2% | +27.6% | -35.8% | -8.8% |
| 3M | -1.3% | +117.2% | -118.4% | -3.3% |
| 6M | +2.6% | +77.7% | -75.1% | +0.7% |
| YTD | +19.4% | +215.0% | -195.6% | +15.4% |
| 1Y | -2.2% | +255.4% | -257.6% | -6.0% |
| 3Y | +106.0% | +42.6% | +63.4% | +98.1% |
| 5Y | +97.7% | -62.2% | +159.9% | +92.6% |
| 10Y | +560.5% | +8.4% | +552.1% | +532.8% |
| All | +1,641.6% | -91.8% | +1,733.4% | +1,532.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling