+412.1%
LIN vs IOVA
+12.2%
+399.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.3% |
| 7D | +2.0% | -8.5% | +10.5% | +2.4% |
| 30D | +7.9% | -44.7% | +52.6% | +10.2% |
| 3M | +6.3% | +26.2% | -19.9% | +4.0% |
| 6M | +6.5% | +123.2% | -116.7% | +0.6% |
| YTD | +23.6% | +196.0% | -172.4% | +14.0% |
| 1Y | +25.7% | +240.9% | -215.2% | +14.8% |
| 3Y | +35.6% | +103.5% | -67.9% | +19.5% |
| 5Y | +65.9% | -65.5% | +131.3% | +56.9% |
| 10Y | +412.1% | +7.0% | +405.0% | +338.9% |
| All | +412.1% | +12.2% | +399.8% | +338.9% |
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