+361.3%
LIN vs IRM
+418.8%
-57.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.4% |
| 7D | -2.1% | -0.5% | -1.7% | -2.0% |
| 30D | -2.4% | -8.1% | +5.7% | -0.2% |
| 3M | -5.6% | -9.7% | +4.1% | -3.2% |
| 6M | -3.4% | +10.0% | -13.4% | -7.2% |
| YTD | +13.1% | +43.0% | -29.9% | -0.2% |
| 1Y | +2.5% | +32.7% | -30.2% | -8.1% |
| 3Y | +27.6% | +102.7% | -75.1% | -4.2% |
| 5Y | +63.0% | +187.6% | -124.5% | +6.1% |
| All | +361.3% | +418.8% | -57.5% | +129.3% |
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