+769.5%
GLW vs IBB
+129.6%
+639.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.6% | +6.3% |
| 7D | +3.8% | +1.4% | +2.3% | +2.7% |
| 30D | -1.3% | +10.5% | -11.8% | -8.1% |
| 3M | -21.8% | +23.6% | -45.4% | -32.4% |
| 6M | +6.9% | +22.6% | -15.7% | -6.9% |
| YTD | +77.2% | +25.7% | +51.5% | +51.8% |
| 1Y | +123.2% | +51.4% | +71.9% | +69.6% |
| 3Y | +400.0% | +64.4% | +335.6% | +255.6% |
| 5Y | +342.8% | +22.1% | +320.7% | +276.6% |
| All | +769.5% | +129.6% | +639.9% | +390.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling