+2,079.4%
GLW vs IAG
+321.3%
+1,758.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.4% | +9.9% | +7.6% |
| 7D | +1.4% | +3.4% | -2.0% | +1.1% |
| 30D | -18.2% | -2.7% | -15.5% | -18.1% |
| 3M | -24.2% | -0.5% | -23.7% | -24.3% |
| 6M | -41.7% | -4.8% | -36.9% | -41.6% |
| YTD | +38.3% | +9.6% | +28.7% | +36.6% |
| 1Y | +38.2% | +32.2% | +6.0% | +34.6% |
| 3Y | +363.4% | +692.5% | -329.2% | +288.4% |
| 5Y | +254.6% | +447.6% | -193.0% | +196.6% |
| 10Y | +562.0% | +403.3% | +158.6% | +425.1% |
| All | +2,079.4% | +321.3% | +1,758.1% | +1,330.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling