-70.4%
LYFT vs IOVA
-62.2%
-8.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.7% | -3.7% | +1.3% |
| 7D | -8.4% | -2.2% | -6.2% | -8.1% |
| 30D | -7.6% | +27.6% | -35.2% | -10.7% |
| 3M | +11.7% | +117.2% | -105.4% | -1.2% |
| 6M | +15.1% | +77.7% | -62.6% | +3.3% |
| YTD | -20.9% | +215.0% | -235.9% | -35.4% |
| 1Y | -16.4% | +255.4% | -271.7% | -33.8% |
| 3Y | +35.2% | +42.6% | -7.4% | +3.9% |
| All | -70.4% | -62.2% | -8.2% | -73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling