+1,467.6%
LYV vs IWD
+474.1%
+993.5%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.3% | +0.4% |
| 7D | -4.2% | -2.3% | -1.8% | -1.1% |
| 30D | -7.2% | -1.8% | -5.4% | -4.9% |
| 3M | +1.5% | +8.0% | -6.5% | -8.6% |
| 6M | +2.7% | +17.0% | -14.2% | -16.9% |
| YTD | +19.4% | +21.3% | -1.9% | -8.2% |
| 1Y | -0.5% | +27.9% | -28.4% | -29.0% |
| 3Y | +110.1% | +70.1% | +40.1% | +2.0% |
| 5Y | +97.6% | +74.2% | +23.4% | -6.4% |
| 10Y | +560.2% | +199.6% | +360.6% | +53.0% |
| All | +1,467.6% | +474.1% | +993.5% | +115.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling