+431.5%
LIN vs IAG
+389.3%
+42.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.6% |
| 7D | +2.1% | -7.7% | +9.8% | +2.5% |
| 30D | +6.8% | +1.6% | +5.2% | +6.5% |
| 3M | +10.4% | -2.4% | +12.8% | +10.2% |
| 6M | +3.2% | -7.8% | +11.0% | +3.1% |
| YTD | +24.6% | +5.0% | +19.6% | +22.8% |
| 1Y | +24.4% | +25.7% | -1.3% | +21.1% |
| 3Y | +36.7% | +694.5% | -657.7% | +16.5% |
| 5Y | +67.0% | +421.7% | -354.7% | +40.7% |
| All | +431.5% | +389.3% | +42.2% | +347.0% |
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