+40.0%
GLW vs IAG
+19.6%
+20.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.1% | -5.4% | -4.7% |
| 7D | +7.7% | -7.7% | +15.4% | +11.0% |
| 30D | -18.8% | +1.6% | -20.4% | -19.8% |
| 3M | -27.7% | -2.4% | -25.3% | -27.9% |
| 6M | -44.4% | -7.8% | -36.6% | -44.3% |
| YTD | +31.3% | +5.0% | +26.3% | +27.0% |
| 1Y | +40.0% | +25.7% | +14.4% | +24.3% |
| All | +40.0% | +19.6% | +20.4% | +24.3% |
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