+161.6%
IWM vs LIN
+424.3%
-262.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.7% |
| 7D | -2.0% | +0.2% | -2.2% | -2.2% |
| 30D | -1.5% | +6.5% | -7.9% | -5.1% |
| 3M | -8.0% | +5.5% | -13.5% | -11.0% |
| 6M | -4.1% | +3.3% | -7.4% | -6.7% |
| YTD | +11.9% | +22.0% | -10.1% | -2.0% |
| 1Y | +15.0% | +25.7% | -10.7% | -1.3% |
| 3Y | +64.2% | +36.2% | +28.0% | +32.8% |
| 5Y | +20.4% | +66.1% | -45.7% | -15.2% |
| All | +161.6% | +424.3% | -262.7% | +0.9% |
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