-80.8%
LYFT vs IWD
+138.2%
-219.0%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.2% |
| 7D | -13.1% | -2.3% | -10.7% | -9.7% |
| 30D | -14.4% | -1.8% | -12.6% | -11.8% |
| 3M | +12.2% | +8.0% | +4.1% | -0.1% |
| 6M | +13.4% | +17.0% | -3.6% | -11.1% |
| YTD | -22.5% | +21.3% | -43.7% | -42.3% |
| 1Y | -20.8% | +27.9% | -48.7% | -45.8% |
| 3Y | +38.8% | +70.1% | -31.2% | -36.3% |
| 5Y | -70.0% | +74.2% | -144.1% | -86.4% |
| All | -80.8% | +138.2% | -219.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling