+4,811.0%
LIN vs IRM
+9,056.8%
-4,245.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -11.1% | +10.4% | +2.2% |
| 7D | +3.6% | -10.9% | +14.5% | +6.5% |
| 30D | +6.4% | -9.4% | +15.8% | +8.8% |
| 3M | +6.5% | -16.4% | +22.9% | +10.9% |
| 6M | +4.9% | -18.7% | +23.6% | +9.7% |
| YTD | +23.4% | +30.1% | -6.7% | +13.1% |
| 1Y | +26.3% | +8.5% | +17.8% | +21.1% |
| 3Y | +38.0% | +88.0% | -50.0% | +11.4% |
| 5Y | +68.0% | +167.6% | -99.6% | +21.6% |
| 10Y | +437.1% | +458.9% | -21.8% | +208.2% |
| All | +4,811.0% | +9,056.8% | -4,245.8% | +1,670.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling