+423.5%
LIN vs IBB
+152.0%
+271.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.0% | +4.4% | +1.5% |
| 7D | +3.6% | -3.6% | +7.2% | +5.2% |
| 30D | +6.4% | +3.4% | +3.0% | +4.5% |
| 3M | +6.5% | +9.5% | -3.0% | +1.6% |
| 6M | +4.9% | +23.3% | -18.4% | -5.5% |
| YTD | +23.4% | +24.5% | -1.1% | +10.1% |
| 1Y | +26.3% | +32.9% | -6.6% | +9.1% |
| 3Y | +38.0% | +76.6% | -38.6% | +1.9% |
| 5Y | +68.0% | +35.5% | +32.5% | +39.4% |
| All | +423.5% | +152.0% | +271.5% | +236.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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