+608.1%
LIN vs IOVA
-91.6%
+699.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.0% |
| 7D | -2.1% | +9.7% | -11.9% | -2.2% |
| 30D | -2.4% | +102.5% | -105.0% | -3.5% |
| 3M | -5.6% | +100.7% | -106.3% | -6.7% |
| 6M | -3.4% | +106.3% | -109.7% | -4.7% |
| YTD | +13.1% | +222.0% | -208.9% | +10.7% |
| 1Y | +2.5% | +299.5% | -297.1% | -0.2% |
| 3Y | +27.6% | +42.9% | -15.3% | +24.4% |
| 5Y | +63.0% | -65.0% | +128.0% | +60.4% |
| 10Y | +359.3% | +10.3% | +349.0% | +344.4% |
| All | +608.1% | -91.6% | +699.8% | +561.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling