+6.5%
LYV vs IWD
+30.5%
-24.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.6% | -1.6% |
| 7D | -4.5% | -0.3% | -4.2% | -4.2% |
| 30D | -5.5% | +0.6% | -6.0% | -5.9% |
| 3M | +7.8% | +7.2% | +0.5% | +1.2% |
| 6M | +9.4% | +16.2% | -6.8% | -6.1% |
| YTD | +21.8% | +23.3% | -1.6% | +0.4% |
| 1Y | +6.5% | +29.6% | -23.1% | -13.9% |
| All | +6.5% | +30.5% | -24.0% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 1y: compounded portfolio wealth divided by compounded IWD 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…
1y analysis · Full analysis span regression · 6 months rolling