+307.7%
GLW vs IAG
+621.5%
-313.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.2% | -4.6% | +1.2% |
| 7D | -13.9% | +21.4% | -35.4% | -17.4% |
| 30D | -35.0% | +4.0% | -39.0% | -35.7% |
| 3M | -32.4% | +17.0% | -49.4% | -34.7% |
| 6M | -41.3% | +1.4% | -42.8% | -42.2% |
| YTD | +21.8% | +13.8% | +8.1% | +18.2% |
| 1Y | +21.8% | +55.8% | -34.0% | +14.7% |
| 3Y | +307.7% | +647.4% | -339.7% | +246.7% |
| All | +307.7% | +621.5% | -313.9% | +246.7% |
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