+305.2%
IVV vs LIN
+430.4%
-125.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -4.1% |
| 7D | -4.8% | +3.6% | -8.3% | -6.5% |
| 30D | -5.9% | +6.4% | -12.3% | -9.0% |
| 3M | -4.5% | +6.5% | -11.0% | -7.8% |
| 6M | +1.8% | +4.9% | -3.0% | -1.4% |
| YTD | +8.4% | +23.4% | -15.1% | -4.6% |
| 1Y | +9.4% | +26.3% | -16.9% | -5.1% |
| 3Y | +75.3% | +38.0% | +37.3% | +43.2% |
| 5Y | +67.8% | +68.0% | -0.2% | +20.5% |
| All | +305.2% | +430.4% | -125.2% | +65.8% |
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 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