+3,545.5%
LIN vs IWD
+726.5%
+2,819.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.3% |
| 7D | -2.1% | -0.3% | -1.8% | -1.9% |
| 30D | -2.4% | +0.6% | -3.0% | -3.0% |
| 3M | -5.6% | +7.2% | -12.8% | -11.8% |
| 6M | -3.4% | +16.2% | -19.6% | -16.6% |
| YTD | +13.1% | +23.3% | -10.2% | -7.9% |
| 1Y | +2.5% | +29.6% | -27.1% | -20.5% |
| 3Y | +27.6% | +70.5% | -42.9% | -24.5% |
| 5Y | +63.0% | +73.5% | -10.4% | -4.9% |
| 10Y | +359.3% | +198.3% | +161.0% | +58.0% |
| All | +3,545.5% | +726.5% | +2,819.0% | +356.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling