+38.3%
IEMG vs LYFT
-1.1%
+39.3%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.2% | +4.9% | +2.0% |
| 7D | +2.2% | -5.5% | +7.8% | +2.9% |
| 30D | +4.6% | +1.5% | +3.2% | +4.3% |
| 3M | +0.4% | +18.4% | -18.0% | -2.0% |
| 6M | +16.4% | +20.8% | -4.5% | +13.0% |
| YTD | +25.4% | -13.7% | +39.1% | +24.8% |
| 1Y | +38.3% | -0.4% | +38.7% | +37.5% |
| All | +38.3% | -1.1% | +39.3% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LYFT.
Daily Out/Under-Performance
Portfolio return minus LYFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYFT 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 LYFT 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