+5,837.4%
LIN vs IVZ
+1,117.8%
+4,719.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.3% |
| 7D | -2.1% | +0.6% | -2.8% | -2.3% |
| 30D | -2.4% | +4.0% | -6.4% | -3.6% |
| 3M | -5.6% | +18.2% | -23.8% | -10.6% |
| 6M | -3.4% | +32.8% | -36.2% | -12.1% |
| YTD | +13.1% | +28.7% | -15.6% | +3.4% |
| 1Y | +2.5% | +55.4% | -52.9% | -11.8% |
| 3Y | +27.6% | +135.2% | -107.6% | -6.2% |
| 5Y | +63.0% | +64.2% | -1.2% | +29.8% |
| 10Y | +359.3% | +64.6% | +294.7% | +233.2% |
| All | +5,837.4% | +1,117.8% | +4,719.6% | +2,126.1% |
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