+35.2%
LYFT vs IFF
+29.0%
+6.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.2% |
| 7D | -8.4% | -3.2% | -5.2% | -7.2% |
| 30D | -7.6% | -0.3% | -7.3% | -7.4% |
| 3M | +11.7% | +8.4% | +3.3% | +8.4% |
| 6M | +15.1% | +23.0% | -7.9% | +5.1% |
| YTD | -20.9% | +25.5% | -46.4% | -29.5% |
| 1Y | -16.4% | +29.1% | -45.4% | -27.1% |
| 3Y | +35.2% | +31.7% | +3.6% | +16.4% |
| All | +35.2% | +29.0% | +6.2% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 3y: compounded portfolio wealth divided by compounded IFF 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…
3y analysis · Full analysis span regression · 6 months rolling