+35.2%
LYFT vs IOVA
+43.8%
-8.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.7% | -3.7% | +1.6% |
| 7D | -8.4% | -2.2% | -6.2% | -8.2% |
| 30D | -7.6% | +27.6% | -35.2% | -9.3% |
| 3M | +11.7% | +117.2% | -105.4% | +4.6% |
| 6M | +15.1% | +77.7% | -62.6% | +8.7% |
| YTD | -20.9% | +215.0% | -235.9% | -29.2% |
| 1Y | -16.4% | +255.4% | -271.7% | -26.4% |
| 3Y | +35.2% | +42.6% | -7.4% | +8.6% |
| All | +35.2% | +43.8% | -8.6% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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