+417.5%
LIN vs IBB
+156.3%
+261.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.9% | -1.9% |
| 7D | +0.2% | -1.8% | +2.0% | +0.9% |
| 30D | +6.5% | +5.1% | +1.4% | +3.9% |
| 3M | +5.5% | +10.7% | -5.2% | +0.1% |
| 6M | +3.3% | +22.9% | -19.6% | -6.7% |
| YTD | +22.0% | +26.7% | -4.7% | +8.0% |
| 1Y | +25.7% | +35.1% | -9.4% | +7.9% |
| 3Y | +36.2% | +80.2% | -44.0% | -0.3% |
| 5Y | +66.1% | +37.8% | +28.2% | +36.7% |
| All | +417.5% | +156.3% | +261.2% | +229.7% |
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