+431.5%
LIN vs IEF
+7.3%
+424.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.6% |
| 7D | +2.1% | -2.0% | +4.1% | +1.5% |
| 30D | +6.8% | +0.7% | +6.1% | +7.0% |
| 3M | +10.4% | -2.5% | +12.9% | +9.6% |
| 6M | +3.2% | -2.6% | +5.7% | +2.4% |
| YTD | +24.6% | -3.2% | +27.8% | +23.4% |
| 1Y | +24.4% | -3.0% | +27.4% | +23.3% |
| 3Y | +36.7% | +10.5% | +26.2% | +43.0% |
| 5Y | +67.0% | -8.2% | +75.2% | +43.9% |
| All | +431.5% | +7.3% | +424.1% | +433.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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