+354.8%
IGV vs LIN
+430.8%
-76.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | +2.1% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | -9.9% | +7.6% | -17.5% | -13.6% |
| 3M | -1.2% | +6.5% | -7.7% | -4.8% |
| 6M | +11.3% | +6.2% | +5.1% | +6.6% |
| YTD | -4.0% | +23.2% | -27.2% | -16.4% |
| 1Y | -7.3% | +25.4% | -32.7% | -20.3% |
| 3Y | +42.8% | +38.3% | +4.5% | +14.6% |
| 5Y | +13.7% | +64.4% | -50.8% | -18.7% |
| 10Y | +354.8% | +417.3% | -62.5% | +76.4% |
| All | +354.8% | +430.8% | -76.0% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 10y: compounded portfolio wealth divided by compounded LIN 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…
10y analysis · Full analysis span regression · 6 months rolling