+11,385.0%
LIN vs IFF
+483.4%
+10,901.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.2% | +0.7% |
| 7D | +0.2% | -11.2% | +11.4% | +5.3% |
| 30D | +6.5% | -1.8% | +8.2% | +7.0% |
| 3M | +5.5% | -1.8% | +7.3% | +5.9% |
| 6M | +3.3% | +0.6% | +2.7% | +1.9% |
| YTD | +22.0% | +24.6% | -2.5% | +7.7% |
| 1Y | +25.7% | +34.4% | -8.6% | +7.0% |
| 3Y | +36.2% | +22.1% | +14.2% | +17.0% |
| 5Y | +66.1% | -34.3% | +100.3% | +81.2% |
| 10Y | +431.0% | -17.9% | +448.9% | +386.6% |
| All | +11,385.0% | +483.4% | +10,901.7% | +3,340.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling