-11.2%
LYFT vs IWF
-7.5%
-3.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -6.4% | +1.6% | +0.1% |
| 7D | +8.7% | -8.9% | +17.6% | +16.7% |
| 30D | +13.2% | -14.6% | +27.8% | +27.9% |
| 3M | +8.3% | -10.8% | +19.1% | +17.6% |
| 6M | +26.6% | -8.2% | +34.8% | +33.0% |
| YTD | -7.9% | -6.5% | -1.4% | -4.9% |
| 1Y | -11.2% | -7.7% | -3.5% | -6.7% |
| All | -11.2% | -7.5% | -3.7% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 1y: compounded portfolio wealth divided by compounded IWF 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…
1y analysis · Full analysis span regression · 6 months rolling