+2,717.4%
LIN vs IEF
+129.4%
+2,588.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -1.0% |
| 7D | -2.1% | -0.3% | -1.8% | -2.4% |
| 30D | -2.4% | -0.8% | -1.6% | -3.1% |
| 3M | -5.6% | -1.0% | -4.6% | -6.4% |
| 6M | -3.4% | -2.8% | -0.6% | -5.7% |
| YTD | +13.1% | -1.5% | +14.6% | +11.6% |
| 1Y | +2.5% | -0.4% | +2.9% | +2.1% |
| 3Y | +27.6% | +9.7% | +17.9% | +38.1% |
| 5Y | +63.0% | -8.3% | +71.4% | +43.1% |
| 10Y | +359.3% | +4.6% | +354.7% | +377.6% |
| All | +2,717.4% | +129.4% | +2,588.0% | +8,824.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling