-80.4%
LYFT vs IQV
+83.5%
-163.9%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +0.8% |
| 7D | -8.4% | -2.2% | -6.1% | -6.9% |
| 30D | -7.6% | +8.3% | -15.9% | -12.6% |
| 3M | +11.7% | +44.6% | -32.8% | -15.1% |
| 6M | +15.1% | +52.6% | -37.5% | -17.1% |
| YTD | -20.9% | +16.1% | -37.0% | -31.6% |
| 1Y | -16.4% | +37.3% | -53.7% | -37.0% |
| 3Y | +35.2% | +21.6% | +13.6% | +8.0% |
| 5Y | -69.4% | +0.5% | -69.9% | -72.0% |
| All | -80.4% | +83.5% | -163.9% | -90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 IQV 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