+61.9%
LIN vs IYR
+4.5%
+57.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -0.6% |
| 7D | -2.1% | -1.2% | -0.9% | -1.5% |
| 30D | -2.4% | -2.9% | +0.4% | -0.9% |
| 3M | -5.6% | +0.8% | -6.4% | -6.1% |
| 6M | -3.4% | +1.9% | -5.2% | -4.6% |
| YTD | +13.1% | +9.6% | +3.5% | +7.0% |
| 1Y | +2.5% | +8.1% | -5.6% | -2.3% |
| 3Y | +27.6% | +29.2% | -1.6% | +8.4% |
| All | +61.9% | +4.5% | +57.4% | +55.2% |
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