+463.3%
GLW vs IAG
+797.8%
-334.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.8% | +9.4% | +7.9% |
| 7D | +14.0% | +4.3% | +9.8% | +13.0% |
| 30D | +0.4% | +9.8% | -9.4% | -1.7% |
| 3M | -11.3% | +28.9% | -40.3% | -16.0% |
| 6M | +35.1% | -7.6% | +42.7% | +33.7% |
| YTD | +90.5% | +22.0% | +68.6% | +82.8% |
| 1Y | +132.0% | +99.5% | +32.5% | +112.6% |
| 3Y | +463.3% | +818.3% | -354.9% | +362.2% |
| All | +463.3% | +797.8% | -334.5% | +362.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling