+61.9%
LIN vs IAG
+764.1%
-702.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.8% |
| 7D | -2.1% | -0.5% | -1.6% | -2.1% |
| 30D | -2.4% | +28.9% | -31.3% | -4.2% |
| 3M | -5.6% | +19.1% | -24.7% | -7.0% |
| 6M | -3.4% | -10.3% | +6.9% | -3.3% |
| YTD | +13.1% | +24.2% | -11.1% | +10.1% |
| 1Y | +2.5% | +116.5% | -114.0% | -4.9% |
| 3Y | +27.6% | +742.8% | -715.2% | +3.4% |
| All | +61.9% | +764.1% | -702.2% | +21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling