+10,545.1%
LIN vs IFF
+506.8%
+10,038.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.8% | -0.9% |
| 7D | -2.1% | -1.8% | -0.3% | -1.4% |
| 30D | -2.4% | -2.0% | -0.5% | -1.7% |
| 3M | -5.6% | +18.5% | -24.1% | -12.8% |
| 6M | -3.4% | +11.7% | -15.1% | -9.9% |
| YTD | +13.1% | +29.6% | -16.5% | -1.6% |
| 1Y | +2.5% | +35.0% | -32.5% | -12.8% |
| 3Y | +27.6% | +32.3% | -4.7% | +5.6% |
| 5Y | +63.0% | -34.6% | +97.6% | +78.5% |
| 10Y | +359.3% | -20.6% | +379.9% | +329.6% |
| All | +10,545.1% | +506.8% | +10,038.3% | +3,044.2% |
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