+64.4%
LIN vs IRM
+185.3%
-120.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.1% | -3.1% | +0.1% |
| 7D | +0.1% | -3.8% | +3.9% | +0.8% |
| 30D | +7.6% | -3.2% | +10.8% | +8.0% |
| 3M | +6.5% | -7.8% | +14.3% | +7.9% |
| 6M | +6.2% | -12.7% | +18.9% | +8.6% |
| YTD | +23.2% | +36.7% | -13.5% | +11.8% |
| 1Y | +25.4% | +10.0% | +15.4% | +20.3% |
| 3Y | +38.3% | +107.2% | -68.9% | +3.9% |
| 5Y | +64.4% | +181.6% | -117.1% | +10.5% |
| All | +64.4% | +185.3% | -120.9% | +10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling