+65.9%
LIN vs IAG
+427.4%
-361.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.1% | +4.4% | -0.4% |
| 7D | +0.2% | -2.1% | +2.3% | +0.3% |
| 30D | +6.2% | -6.2% | +12.4% | +6.4% |
| 3M | +9.3% | -5.1% | +14.5% | +9.4% |
| 6M | +4.4% | -10.0% | +14.3% | +4.4% |
| YTD | +23.7% | +3.9% | +19.8% | +21.6% |
| 1Y | +23.5% | +18.9% | +4.6% | +19.9% |
| 3Y | +35.8% | +651.8% | -616.0% | +10.1% |
| 5Y | +65.9% | +416.3% | -350.4% | +27.2% |
| All | +65.9% | +427.4% | -361.5% | +27.2% |
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