+36.2%
LIN vs IWF
+65.2%
-29.0%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.4% |
| 7D | +0.2% | -5.0% | +5.2% | +1.2% |
| 30D | +6.5% | -13.2% | +19.7% | +9.8% |
| 3M | +5.5% | -9.4% | +14.9% | +7.6% |
| 6M | +3.3% | -8.6% | +11.9% | +5.0% |
| YTD | +22.0% | -5.3% | +27.3% | +22.7% |
| 1Y | +25.7% | -5.0% | +30.7% | +26.2% |
| 3Y | +36.2% | +64.6% | -28.4% | +10.7% |
| All | +36.2% | +65.2% | -29.0% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 3y: compounded portfolio wealth divided by compounded IWF 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…
3y analysis · Full analysis span regression · 6 months rolling