-60.1%
LYFT vs IOT
+54.1%
-114.3%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | -8.4% | -4.5% | -3.8% | -6.6% |
| 30D | -7.6% | -2.4% | -5.2% | -7.2% |
| 3M | +11.7% | +19.0% | -7.2% | +3.1% |
| 6M | +15.1% | +19.6% | -4.5% | +4.5% |
| YTD | -20.9% | +8.3% | -29.2% | -26.8% |
| 1Y | -16.4% | -0.8% | -15.6% | -20.4% |
| 3Y | +35.2% | +24.4% | +10.8% | +6.6% |
| All | -60.1% | +54.1% | -114.3% | -76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 10y: compounded portfolio wealth divided by compounded IOT 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…
10y analysis · Full analysis span regression · 6 months rolling