+1,468.2%
LYV vs IWF
+1,082.0%
+386.2%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.7% | -0.9% |
| 7D | -1.9% | -0.9% | -1.0% | -0.8% |
| 30D | -8.2% | -1.7% | -6.5% | -6.4% |
| 3M | -1.3% | +0.7% | -1.9% | -3.3% |
| 6M | +2.6% | +8.6% | -6.0% | -8.7% |
| YTD | +19.4% | +3.5% | +15.9% | +12.2% |
| 1Y | -2.2% | +7.0% | -9.3% | -12.6% |
| 3Y | +106.0% | +76.3% | +29.7% | -5.6% |
| 5Y | +97.7% | +74.8% | +22.9% | -9.9% |
| 10Y | +560.5% | +420.5% | +140.0% | -40.6% |
| All | +1,468.2% | +1,082.0% | +386.2% | -50.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling