+3,872.0%
LIN vs IJR
+1,126.2%
+2,745.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.0% | -2.0% | -1.1% |
| 7D | +0.1% | +0.2% | -0.1% | -0.1% |
| 30D | +7.6% | +3.0% | +4.5% | +5.1% |
| 3M | +6.5% | -4.5% | +11.0% | +9.7% |
| 6M | +6.2% | +3.1% | +3.1% | +3.4% |
| YTD | +23.2% | +18.9% | +4.3% | +7.9% |
| 1Y | +25.4% | +21.7% | +3.7% | +7.8% |
| 3Y | +38.3% | +64.0% | -25.8% | -7.4% |
| 5Y | +64.4% | +27.6% | +36.8% | +30.5% |
| 10Y | +417.3% | +167.5% | +249.8% | +123.1% |
| All | +3,872.0% | +1,126.2% | +2,745.8% | +412.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling