+23.5%
IGV vs LIN
+61.6%
-38.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.3% | -1.7% |
| 7D | -4.5% | -2.1% | -2.4% | -3.4% |
| 30D | +3.2% | -2.4% | +5.6% | +4.5% |
| 3M | +4.5% | -5.6% | +10.1% | +7.2% |
| 6M | +22.1% | -3.4% | +25.5% | +22.7% |
| YTD | -1.0% | +13.1% | -14.1% | -10.2% |
| 1Y | -2.1% | +2.5% | -4.6% | -5.6% |
| 3Y | +44.6% | +27.6% | +17.0% | +18.7% |
| All | +23.5% | +61.6% | -38.1% | -15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling