+423.5%
LIN vs IWD
+208.6%
+214.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | +1.7% |
| 7D | +3.6% | -0.9% | +4.5% | +4.4% |
| 30D | +6.4% | +2.6% | +3.7% | +3.8% |
| 3M | +6.5% | +1.2% | +5.2% | +5.1% |
| 6M | +4.9% | +12.1% | -7.3% | -5.9% |
| YTD | +23.4% | +24.1% | -0.7% | +0.4% |
| 1Y | +26.3% | +28.5% | -2.2% | -0.6% |
| 3Y | +38.0% | +79.5% | -41.5% | -21.8% |
| 5Y | +68.0% | +70.3% | -2.3% | +0.4% |
| All | +423.5% | +208.6% | +214.9% | +86.8% |
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