+2,493.7%
LIN vs IAG
+308.0%
+2,185.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | +3.6% | +4.5% | -0.9% | +3.1% |
| 30D | +6.4% | -5.7% | +12.0% | +6.8% |
| 3M | +6.5% | +10.1% | -3.6% | +5.1% |
| 6M | +4.9% | +7.3% | -2.4% | +3.3% |
| YTD | +23.4% | +6.1% | +17.3% | +20.6% |
| 1Y | +26.3% | +46.8% | -20.5% | +19.6% |
| 3Y | +38.0% | +573.1% | -535.1% | +9.7% |
| 5Y | +68.0% | +477.6% | -409.6% | +30.6% |
| 10Y | +437.1% | +315.7% | +121.4% | +300.0% |
| All | +2,493.7% | +308.0% | +2,185.7% | +1,470.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling