+65.9%
LIN vs IYR
+5.7%
+60.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.1% | -0.4% |
| 7D | +0.2% | -0.1% | +0.3% | +0.3% |
| 30D | +6.2% | +5.7% | +0.5% | +2.9% |
| 3M | +9.3% | -0.6% | +9.9% | +9.6% |
| 6M | +4.4% | +0.5% | +3.8% | +3.8% |
| YTD | +23.7% | +10.4% | +13.3% | +16.5% |
| 1Y | +23.5% | +9.2% | +14.3% | +17.0% |
| 3Y | +35.8% | +40.5% | -4.7% | +9.3% |
| 5Y | +65.9% | +5.9% | +59.9% | +59.2% |
| All | +65.9% | +5.7% | +60.2% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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