+13.4%
LYFT vs IWD
+16.8%
-3.4%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.2% |
| 7D | -13.1% | -2.3% | -10.7% | -10.5% |
| 30D | -14.4% | -1.8% | -12.6% | -12.3% |
| 3M | +12.2% | +8.0% | +4.1% | +6.2% |
| 6M | +13.4% | +17.0% | -3.6% | +0.1% |
| All | +13.4% | +16.8% | -3.4% | +0.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling