+417.3%
LIN vs IEFA
+147.9%
+269.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.0% | -2.1% | -1.7% |
| 7D | +0.1% | +1.1% | -1.0% | -0.9% |
| 30D | +7.6% | +1.2% | +6.4% | +6.3% |
| 3M | +6.5% | -3.4% | +9.9% | +9.5% |
| 6M | +6.2% | +2.0% | +4.2% | +3.6% |
| YTD | +23.2% | +11.0% | +12.3% | +10.2% |
| 1Y | +25.4% | +15.2% | +10.2% | +8.1% |
| 3Y | +38.3% | +68.4% | -30.1% | -19.2% |
| 5Y | +64.4% | +48.4% | +16.0% | +9.2% |
| 10Y | +417.3% | +146.4% | +270.9% | +117.7% |
| All | +417.3% | +147.9% | +269.4% | +117.7% |
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