+3,966.8%
LIN vs IYR
+700.6%
+3,266.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.0% |
| 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% | +7.3% |
| 1Y | +2.5% | +8.1% | -5.6% | -2.1% |
| 3Y | +27.6% | +29.2% | -1.6% | +9.6% |
| 5Y | +63.0% | +4.3% | +58.7% | +56.1% |
| 10Y | +359.3% | +64.7% | +294.6% | +240.7% |
| All | +3,966.8% | +700.6% | +3,266.2% | +715.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling