+417.3%
LIN vs IAG
+326.7%
+90.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.8% | -4.8% | +0.7% |
| 7D | +0.1% | +24.0% | -23.9% | -1.1% |
| 30D | +7.6% | +5.5% | +2.0% | +7.1% |
| 3M | +6.5% | +8.3% | -1.8% | +5.8% |
| 6M | +6.2% | +6.1% | +0.1% | +5.3% |
| YTD | +23.2% | +20.3% | +2.9% | +20.6% |
| 1Y | +25.4% | +56.5% | -31.1% | +20.6% |
| 3Y | +38.3% | +762.6% | -724.3% | +17.5% |
| 5Y | +64.4% | +546.3% | -481.8% | +37.2% |
| 10Y | +417.3% | +356.1% | +61.2% | +332.1% |
| All | +417.3% | +326.7% | +90.6% | +332.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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