+427.2%
LIN vs IFF
-10.8%
+438.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | +0.3% | -5.7% | +6.1% | +2.3% |
| 30D | +8.0% | -2.7% | +10.8% | +8.8% |
| 3M | +7.7% | -2.3% | +10.0% | +8.3% |
| 6M | +5.1% | +6.0% | -0.9% | +2.3% |
| YTD | +24.7% | +24.6% | +0.1% | +13.2% |
| 1Y | +25.1% | +29.4% | -4.3% | +11.8% |
| 3Y | +36.8% | +23.1% | +13.7% | +20.9% |
| 5Y | +67.9% | -37.2% | +105.0% | +89.2% |
| 10Y | +427.2% | -10.8% | +438.0% | +379.7% |
| All | +427.2% | -10.8% | +438.0% | +379.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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