+63.3%
LIN vs IEFA
+43.6%
+19.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.4% | -0.6% |
| 7D | +0.2% | -1.6% | +1.8% | +1.3% |
| 30D | +6.5% | -1.5% | +7.9% | +7.5% |
| 3M | +5.5% | -5.2% | +10.7% | +9.3% |
| 6M | +3.3% | -1.6% | +4.9% | +4.0% |
| YTD | +22.0% | +7.7% | +14.3% | +13.6% |
| 1Y | +25.7% | +12.2% | +13.5% | +13.1% |
| 3Y | +36.2% | +62.1% | -25.8% | -13.2% |
| All | +63.3% | +43.6% | +19.8% | +17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling