+18.2%
LIN vs IRE
-97.0%
+115.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -23.2% | +25.8% | +2.3% |
| 7D | +3.3% | -46.8% | +50.1% | +2.7% |
| 30D | +8.8% | -75.5% | +84.3% | +7.4% |
| 3M | +8.6% | -79.4% | +88.0% | +7.3% |
| 6M | +7.0% | -91.3% | +98.3% | +5.6% |
| YTD | +24.3% | -90.8% | +115.1% | +23.5% |
| 1Y | +27.3% | -97.7% | +125.0% | +23.9% |
| All | +18.2% | -97.0% | +115.2% | +15.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling