+61.9%
LIN vs IWF
+73.7%
-11.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -1.0% |
| 7D | -2.1% | +0.5% | -2.7% | -2.4% |
| 30D | -2.4% | -0.4% | -2.0% | -2.3% |
| 3M | -5.6% | -2.6% | -3.0% | -4.8% |
| 6M | -3.4% | +9.1% | -12.5% | -8.2% |
| YTD | +13.1% | +4.5% | +8.6% | +9.8% |
| 1Y | +2.5% | +10.1% | -7.6% | -3.6% |
| 3Y | +27.6% | +77.6% | -50.0% | -11.8% |
| All | +61.9% | +73.7% | -11.8% | +9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling