+370.7%
LIN vs IFF
-20.5%
+391.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.6% |
| 7D | -3.5% | -0.2% | -3.3% | -3.4% |
| 30D | -4.1% | -0.3% | -3.8% | -4.0% |
| 3M | -6.4% | +18.6% | -24.9% | -11.9% |
| 6M | -2.4% | +17.4% | -19.8% | -8.9% |
| YTD | +10.9% | +28.5% | -17.5% | 0.0% |
| 1Y | 0.0% | +32.5% | -32.5% | -11.1% |
| 3Y | +25.8% | +34.1% | -8.2% | +7.8% |
| 5Y | +60.8% | -35.2% | +96.0% | +79.0% |
| All | +370.7% | -20.5% | +391.2% | +346.2% |
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