+36.2%
LIN vs IRM
+90.1%
-53.8%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.3% |
| 7D | +0.2% | -8.6% | +8.8% | +1.3% |
| 30D | +6.5% | -8.0% | +14.4% | +7.4% |
| 3M | +5.5% | -12.0% | +17.5% | +7.0% |
| 6M | +3.3% | -18.2% | +21.5% | +5.8% |
| YTD | +22.0% | +31.4% | -9.3% | +14.9% |
| 1Y | +25.7% | +9.2% | +16.6% | +22.4% |
| 3Y | +36.2% | +94.6% | -58.3% | +15.6% |
| All | +36.2% | +90.1% | -53.8% | +15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling