-80.8%
LYFT vs IONS
-30.5%
-50.3%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | -13.1% | -4.3% | -8.8% | -11.7% |
| 30D | -14.4% | +0.4% | -14.8% | -14.6% |
| 3M | +12.2% | -24.1% | +36.3% | +20.1% |
| 6M | +13.4% | -26.4% | +39.8% | +22.5% |
| YTD | -22.5% | -29.7% | +7.2% | -14.8% |
| 1Y | -20.8% | -13.0% | -7.7% | -20.2% |
| 3Y | +38.8% | +35.0% | +3.8% | +7.9% |
| 5Y | -70.0% | +54.2% | -124.2% | -78.7% |
| All | -80.8% | -30.5% | -50.3% | -86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 IONS 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