+431.5%
LIN vs IWD
+203.0%
+228.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.5% |
| 7D | +2.1% | +2.3% | -0.2% | 0.0% |
| 30D | +6.8% | +3.6% | +3.2% | +3.3% |
| 3M | +10.4% | +2.2% | +8.2% | +8.1% |
| 6M | +3.2% | +13.0% | -9.8% | -8.1% |
| YTD | +24.6% | +26.5% | -1.9% | -0.4% |
| 1Y | +24.4% | +30.1% | -5.7% | -3.3% |
| 3Y | +36.7% | +84.9% | -48.1% | -24.6% |
| 5Y | +67.0% | +73.4% | -6.3% | -1.8% |
| All | +431.5% | +203.0% | +228.4% | +85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 10y: compounded portfolio wealth divided by compounded IWD 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…
10y analysis · Full analysis span regression · 6 months rolling