+431.5%
LIN vs IOVA
+0.8%
+430.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.6% |
| 7D | +2.1% | -3.5% | +5.6% | +2.3% |
| 30D | +6.8% | -45.4% | +52.2% | +9.1% |
| 3M | +10.4% | +19.0% | -8.6% | +8.3% |
| 6M | +3.2% | +112.0% | -108.9% | -2.3% |
| YTD | +24.6% | +184.2% | -159.7% | +15.1% |
| 1Y | +24.4% | +222.0% | -197.6% | +13.9% |
| 3Y | +36.7% | +92.6% | -55.8% | +20.8% |
| 5Y | +67.0% | -63.2% | +130.2% | +57.1% |
| All | +431.5% | +0.8% | +430.7% | +356.7% |
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