+417.5%
LIN vs IOVA
+34.0%
+383.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.9% | -5.0% | -1.3% |
| 7D | +0.2% | -5.2% | +5.4% | +0.4% |
| 30D | +6.5% | -37.8% | +44.2% | +8.2% |
| 3M | +5.5% | +29.5% | -24.0% | +3.1% |
| 6M | +3.3% | +96.6% | -93.2% | -1.8% |
| YTD | +22.0% | +194.5% | -172.5% | +12.6% |
| 1Y | +25.7% | +248.1% | -222.3% | +14.7% |
| 3Y | +36.2% | +86.1% | -49.9% | +20.7% |
| 5Y | +66.1% | -67.8% | +133.9% | +57.9% |
| All | +417.5% | +34.0% | +383.5% | +337.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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