+417.3%
LIN vs ICE
+258.3%
+159.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.5% |
| 7D | +0.1% | +1.0% | -0.9% | -0.3% |
| 30D | +7.6% | +11.4% | -3.9% | +2.0% |
| 3M | +6.5% | +16.2% | -9.6% | -1.2% |
| 6M | +6.2% | +12.5% | -6.3% | -0.3% |
| YTD | +23.2% | +8.6% | +14.7% | +16.4% |
| 1Y | +25.4% | +18.4% | +7.1% | +13.1% |
| 3Y | +38.3% | +66.4% | -28.1% | +2.9% |
| 5Y | +64.4% | +37.2% | +27.2% | +33.6% |
| 10Y | +417.3% | +244.8% | +172.5% | +178.7% |
| All | +417.3% | +258.3% | +159.0% | +178.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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