+358.4%
LIN vs IJR
+166.0%
+192.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.5% |
| 7D | -3.5% | +0.9% | -4.4% | -4.0% |
| 30D | -4.1% | -3.1% | -1.0% | -2.3% |
| 3M | -6.4% | +4.4% | -10.8% | -8.9% |
| 6M | -2.4% | +16.1% | -18.6% | -11.1% |
| YTD | +10.9% | +20.6% | -9.7% | -1.4% |
| 1Y | 0.0% | +22.9% | -22.8% | -12.4% |
| 3Y | +25.8% | +55.2% | -29.4% | -7.5% |
| 5Y | +60.8% | +41.1% | +19.8% | +24.5% |
| 10Y | +358.4% | +167.0% | +191.4% | +124.2% |
| All | +358.4% | +166.0% | +192.4% | +124.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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