+90.9%
LYV vs IWF
+73.7%
+17.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.7% | -0.6% |
| 7D | -1.9% | -0.9% | -1.0% | -1.2% |
| 30D | -8.2% | -1.7% | -6.5% | -6.9% |
| 3M | -1.3% | +0.7% | -1.9% | -2.5% |
| 6M | +2.6% | +8.6% | -6.0% | -5.3% |
| YTD | +19.4% | +3.5% | +15.9% | +14.7% |
| 1Y | -2.2% | +7.0% | -9.3% | -9.4% |
| 3Y | +106.0% | +76.3% | +29.7% | +16.6% |
| All | +90.9% | +73.7% | +17.3% | +12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling