+427.9%
LIN vs IEFA
+148.0%
+279.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.2% |
| 7D | +0.2% | +1.3% | -1.0% | -0.9% |
| 30D | +6.2% | +0.1% | +6.0% | +5.9% |
| 3M | +9.3% | -4.2% | +13.5% | +13.2% |
| 6M | +4.4% | +1.9% | +2.5% | +1.9% |
| YTD | +23.7% | +9.9% | +13.8% | +11.5% |
| 1Y | +23.5% | +11.5% | +11.9% | +9.7% |
| 3Y | +35.8% | +66.0% | -30.2% | -19.6% |
| 5Y | +65.9% | +47.5% | +18.4% | +10.7% |
| All | +427.9% | +148.0% | +279.8% | +123.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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