+123.2%
GLW vs IAG
+119.5%
+3.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.2% | +7.9% | +6.5% |
| 7D | +3.8% | -0.5% | +4.3% | +3.8% |
| 30D | -1.3% | +28.9% | -30.2% | -10.8% |
| 3M | -21.8% | +19.1% | -40.9% | -27.8% |
| 6M | +6.9% | -10.3% | +17.1% | +4.4% |
| YTD | +77.2% | +24.2% | +53.0% | +61.4% |
| 1Y | +123.2% | +116.5% | +6.8% | +83.2% |
| All | +123.2% | +119.5% | +3.7% | +83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling