+6,380.2%
LIN vs IVZ
+897.2%
+5,483.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.0% | +7.3% | +1.7% |
| 7D | +3.6% | -6.7% | +10.3% | +5.5% |
| 30D | +6.4% | -10.9% | +17.2% | +9.6% |
| 3M | +6.5% | -14.8% | +21.3% | +11.0% |
| 6M | +4.9% | +2.4% | +2.5% | +3.0% |
| YTD | +23.4% | +5.4% | +18.0% | +19.1% |
| 1Y | +26.3% | +19.6% | +6.8% | +17.2% |
| 3Y | +38.0% | +122.4% | -84.5% | +2.7% |
| 5Y | +68.0% | +28.8% | +39.2% | +43.6% |
| 10Y | +437.1% | +52.3% | +384.8% | +297.1% |
| All | +6,380.2% | +897.2% | +5,483.0% | +2,465.0% |
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