+3,545.5%
LIN vs IWF
+727.1%
+2,818.5%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -0.9% |
| 7D | -2.1% | +0.5% | -2.7% | -2.5% |
| 30D | -2.4% | -0.4% | -2.0% | -2.3% |
| 3M | -5.6% | -2.6% | -3.0% | -4.5% |
| 6M | -3.4% | +9.1% | -12.5% | -11.2% |
| YTD | +13.1% | +4.5% | +8.6% | +7.3% |
| 1Y | +2.5% | +10.1% | -7.6% | -7.2% |
| 3Y | +27.6% | +77.6% | -50.0% | -24.5% |
| 5Y | +63.0% | +73.7% | -10.7% | -4.1% |
| 10Y | +359.3% | +411.5% | -52.3% | +4.4% |
| All | +3,545.5% | +727.1% | +2,818.5% | +293.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling