-16.4%
LYFT vs IEF
-2.7%
-13.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.3% |
| 7D | -8.4% | -1.3% | -7.0% | -6.4% |
| 30D | -7.6% | -1.7% | -5.9% | -5.0% |
| 3M | +11.7% | -2.5% | +14.3% | +16.0% |
| 6M | +15.1% | -3.3% | +18.4% | +19.7% |
| YTD | -20.9% | -2.8% | -18.1% | -17.0% |
| 1Y | -16.4% | -2.7% | -13.7% | -11.4% |
| All | -16.4% | -2.7% | -13.7% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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