+6,446.3%
LIN vs IVZ
+954.3%
+5,492.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.2% |
| 7D | +0.3% | -2.8% | +3.1% | +1.0% |
| 30D | +8.0% | -2.2% | +10.2% | +8.3% |
| 3M | +7.7% | -8.1% | +15.8% | +9.8% |
| 6M | +5.1% | +3.8% | +1.3% | +2.7% |
| YTD | +24.7% | +11.5% | +13.2% | +18.4% |
| 1Y | +25.1% | +23.7% | +1.4% | +14.8% |
| 3Y | +36.8% | +145.8% | -109.0% | -1.2% |
| 5Y | +67.9% | +36.1% | +31.7% | +41.1% |
| 10Y | +427.2% | +42.4% | +384.7% | +297.6% |
| All | +6,446.3% | +954.3% | +5,492.0% | +2,448.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling