+412.1%
LIN vs IJR
+164.5%
+247.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | +2.0% | +0.1% | +1.9% | +1.9% |
| 30D | +7.9% | +2.6% | +5.2% | +6.1% |
| 3M | +6.3% | -4.3% | +10.6% | +8.9% |
| 6M | +6.5% | +2.7% | +3.8% | +4.4% |
| YTD | +23.6% | +18.5% | +5.1% | +10.8% |
| 1Y | +25.7% | +20.1% | +5.6% | +11.6% |
| 3Y | +35.6% | +61.7% | -26.1% | -3.2% |
| 5Y | +65.9% | +28.5% | +37.3% | +36.2% |
| 10Y | +412.1% | +161.6% | +250.5% | +170.9% |
| All | +412.1% | +164.5% | +247.6% | +170.9% |
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