-80.4%
LYFT vs IVZ
+133.1%
-213.5%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.4% |
| 7D | -8.4% | -2.4% | -6.0% | -7.0% |
| 30D | -7.6% | +3.0% | -10.6% | -9.3% |
| 3M | +11.7% | +14.9% | -3.1% | +2.3% |
| 6M | +15.1% | +36.7% | -21.6% | -5.9% |
| YTD | -20.9% | +25.7% | -46.6% | -32.2% |
| 1Y | -16.4% | +47.7% | -64.1% | -35.1% |
| 3Y | +35.2% | +138.8% | -103.6% | -23.2% |
| 5Y | -69.4% | +62.1% | -131.5% | -79.0% |
| All | -80.4% | +133.1% | -213.5% | -90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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