+106.0%
IJR vs LYFT
-82.5%
+188.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.2% |
| 7D | -2.2% | -8.4% | +6.2% | -0.7% |
| 30D | -4.6% | -7.6% | +3.0% | -3.4% |
| 3M | +0.2% | +11.7% | -11.5% | -2.2% |
| 6M | +14.7% | +15.1% | -0.4% | +11.0% |
| YTD | +18.9% | -20.9% | +39.8% | +22.3% |
| 1Y | +19.9% | -16.4% | +36.3% | +21.0% |
| 3Y | +53.0% | +35.2% | +17.8% | +32.2% |
| 5Y | +40.9% | -69.4% | +110.2% | +51.2% |
| All | +106.0% | -82.5% | +188.5% | +86.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling