+25.8%
LIN vs IJR
+54.5%
-28.7%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.7% |
| 7D | -3.5% | +0.9% | -4.4% | -3.8% |
| 30D | -4.1% | -3.1% | -1.0% | -3.1% |
| 3M | -6.4% | +4.4% | -10.8% | -7.8% |
| 6M | -2.4% | +16.1% | -18.6% | -7.4% |
| YTD | +10.9% | +20.6% | -9.7% | +3.6% |
| 1Y | 0.0% | +22.9% | -22.8% | -7.3% |
| 3Y | +25.8% | +55.2% | -29.4% | +8.3% |
| All | +25.8% | +54.5% | -28.7% | +8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling