+358.4%
LIN vs IEFA
+143.7%
+214.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.4% |
| 7D | -3.5% | +1.2% | -4.6% | -4.5% |
| 30D | -4.1% | -0.6% | -3.5% | -3.7% |
| 3M | -6.4% | +6.2% | -12.6% | -11.5% |
| 6M | -2.4% | +11.2% | -13.6% | -12.3% |
| YTD | +10.9% | +14.2% | -3.2% | -3.0% |
| 1Y | 0.0% | +20.0% | -20.0% | -16.8% |
| 3Y | +25.8% | +68.8% | -43.0% | -26.2% |
| 5Y | +60.8% | +52.7% | +8.2% | +4.5% |
| 10Y | +358.4% | +144.2% | +214.1% | +92.1% |
| All | +358.4% | +143.7% | +214.7% | +92.1% |
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