+3,545.5%
LIN vs IJH
+1,075.9%
+2,469.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | -2.4% | -1.5% | -0.9% | -1.3% |
| 3M | -5.6% | +0.8% | -6.3% | -6.4% |
| 6M | -3.4% | +7.6% | -10.9% | -9.6% |
| YTD | +13.1% | +15.5% | -2.4% | -0.3% |
| 1Y | +2.5% | +16.9% | -14.4% | -10.9% |
| 3Y | +27.6% | +48.1% | -20.5% | -11.0% |
| 5Y | +63.0% | +47.8% | +15.2% | +12.5% |
| 10Y | +359.3% | +178.6% | +180.7% | +78.7% |
| All | +3,545.5% | +1,075.9% | +2,469.7% | +319.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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