-70.4%
LYFT vs IWF
+73.7%
-144.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.0% |
| 7D | -8.4% | -0.9% | -7.4% | -7.2% |
| 30D | -7.6% | -1.7% | -5.9% | -5.6% |
| 3M | +11.7% | +0.7% | +11.1% | +10.1% |
| 6M | +15.1% | +8.6% | +6.5% | +2.1% |
| YTD | -20.9% | +3.5% | -24.4% | -25.0% |
| 1Y | -16.4% | +7.0% | -23.4% | -24.2% |
| 3Y | +35.2% | +76.3% | -41.1% | -39.4% |
| All | -70.4% | +73.7% | -144.1% | -86.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling