+549.4%
LYV vs IWF
+422.7%
+126.7%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.7% | -0.7% |
| 7D | -1.9% | -0.9% | -1.0% | -1.1% |
| 30D | -8.2% | -1.7% | -6.5% | -6.8% |
| 3M | -1.3% | +0.7% | -1.9% | -2.7% |
| 6M | +2.6% | +8.6% | -6.0% | -6.0% |
| YTD | +19.4% | +3.5% | +15.9% | +14.2% |
| 1Y | -2.2% | +7.0% | -9.3% | -10.0% |
| 3Y | +106.0% | +76.3% | +29.7% | +13.9% |
| 5Y | +97.7% | +74.8% | +22.9% | +10.3% |
| All | +549.4% | +422.7% | +126.7% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 10y: compounded portfolio wealth divided by compounded IWF 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…
10y analysis · Full analysis span regression · 6 months rolling