+17.4%
LIN vs IRE
-98.0%
+115.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -33.9% | +33.3% | -1.1% |
| 7D | +3.6% | -57.1% | +60.7% | +2.8% |
| 30D | +6.4% | -84.4% | +90.8% | +4.6% |
| 3M | +6.5% | -85.0% | +91.4% | +4.9% |
| 6M | +4.9% | -95.2% | +100.1% | +2.9% |
| YTD | +23.4% | -93.9% | +117.4% | +22.1% |
| 1Y | +26.3% | -98.8% | +125.2% | +21.9% |
| All | +17.4% | -98.0% | +115.4% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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