+49.2%
LIN vs IOT
+61.4%
-12.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.7% | -4.7% | -1.2% |
| 7D | -2.1% | -2.3% | +0.2% | -2.0% |
| 30D | -2.4% | +3.8% | -6.2% | -2.7% |
| 3M | -5.6% | +14.2% | -19.8% | -6.7% |
| 6M | -3.4% | +40.1% | -43.5% | -6.4% |
| YTD | +13.1% | +13.4% | -0.3% | +11.1% |
| 1Y | +2.5% | +12.2% | -9.7% | +0.3% |
| 3Y | +27.6% | +30.0% | -2.4% | +19.8% |
| All | +49.2% | +61.4% | -12.2% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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