+1,820.2%
GLW vs IAG
+337.4%
+1,482.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.2% | -4.6% | +2.0% |
| 7D | -13.9% | +21.4% | -35.4% | -15.5% |
| 30D | -35.0% | +4.0% | -39.0% | -35.3% |
| 3M | -32.4% | +17.0% | -49.4% | -33.4% |
| 6M | -41.3% | +1.4% | -42.8% | -41.6% |
| YTD | +21.8% | +13.8% | +8.1% | +20.0% |
| 1Y | +21.8% | +55.8% | -34.0% | +17.1% |
| 3Y | +307.7% | +647.4% | -339.7% | +242.8% |
| 5Y | +213.7% | +519.1% | -305.4% | +159.9% |
| 10Y | +509.3% | +345.6% | +163.6% | +387.5% |
| All | +1,820.2% | +337.4% | +1,482.8% | +1,156.1% |
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