-80.4%
LYFT vs IWD
+140.3%
-220.7%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +0.6% |
| 7D | -8.4% | -0.8% | -7.6% | -7.1% |
| 30D | -7.6% | -0.8% | -6.7% | -6.2% |
| 3M | +11.7% | +6.9% | +4.8% | +1.2% |
| 6M | +15.1% | +18.3% | -3.2% | -11.2% |
| YTD | -20.9% | +22.4% | -43.3% | -42.0% |
| 1Y | -16.4% | +27.4% | -43.8% | -42.3% |
| 3Y | +35.2% | +71.2% | -35.9% | -38.6% |
| 5Y | -69.4% | +75.7% | -145.1% | -86.3% |
| All | -80.4% | +140.3% | -220.7% | -93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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