-70.4%
LYFT vs IWD
+74.6%
-145.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +0.5% |
| 7D | -8.4% | -0.8% | -7.6% | -7.0% |
| 30D | -7.6% | -0.8% | -6.7% | -6.0% |
| 3M | +11.7% | +6.9% | +4.8% | +0.1% |
| 6M | +15.1% | +18.3% | -3.2% | -13.8% |
| YTD | -20.9% | +22.4% | -43.3% | -44.0% |
| 1Y | -16.4% | +27.4% | -43.8% | -44.8% |
| 3Y | +35.2% | +71.2% | -35.9% | -45.3% |
| All | -70.4% | +74.6% | -145.1% | -87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling