+427.2%
LIN vs IRM
+514.0%
-86.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.5% |
| 7D | +0.3% | -5.3% | +5.6% | +1.6% |
| 30D | +8.0% | -2.3% | +10.4% | +8.3% |
| 3M | +7.7% | -7.4% | +15.1% | +9.4% |
| 6M | +5.1% | -12.2% | +17.3% | +8.0% |
| YTD | +24.7% | +38.6% | -13.9% | +10.4% |
| 1Y | +25.1% | +14.9% | +10.2% | +17.2% |
| 3Y | +36.8% | +108.2% | -71.3% | +0.9% |
| 5Y | +67.9% | +183.8% | -116.0% | +8.6% |
| 10Y | +427.2% | +512.6% | -85.4% | +141.3% |
| All | +427.2% | +514.0% | -86.8% | +141.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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