+65.9%
LIN vs IVZ
+37.2%
+28.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +2.0% | +2.2% | -0.2% | +1.4% |
| 30D | +7.9% | -2.2% | +10.0% | +8.1% |
| 3M | +6.3% | -8.4% | +14.7% | +8.1% |
| 6M | +6.5% | +6.2% | +0.3% | +4.0% |
| YTD | +23.6% | +12.4% | +11.2% | +18.1% |
| 1Y | +25.7% | +26.0% | -0.3% | +16.2% |
| 3Y | +35.6% | +147.9% | -112.3% | -2.4% |
| 5Y | +65.9% | +38.8% | +27.1% | +42.4% |
| All | +65.9% | +37.2% | +28.6% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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