+27.7%
GLW vs IAG
+42.2%
-14.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.7% | +3.4% | -0.7% |
| 7D | -11.1% | +16.8% | -28.0% | -16.7% |
| 30D | -28.4% | -1.5% | -26.9% | -28.2% |
| 3M | -28.8% | +0.5% | -29.3% | -29.6% |
| 6M | -39.8% | -1.0% | -38.9% | -41.2% |
| YTD | +28.7% | +12.3% | +16.4% | +19.7% |
| 1Y | +27.7% | +39.2% | -11.5% | +6.3% |
| All | +27.7% | +42.2% | -14.5% | +6.3% |
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