+493.9%
GLW vs IBB
+156.3%
+337.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +1.5% |
| 7D | -13.9% | -1.8% | -12.1% | -12.7% |
| 30D | -35.0% | +5.1% | -40.0% | -36.9% |
| 3M | -32.4% | +10.7% | -43.1% | -37.2% |
| 6M | -41.3% | +22.9% | -64.2% | -49.4% |
| YTD | +21.8% | +26.7% | -4.8% | +3.5% |
| 1Y | +21.8% | +35.1% | -13.3% | -0.8% |
| 3Y | +307.7% | +80.2% | +227.5% | +171.2% |
| 5Y | +213.7% | +37.8% | +175.9% | +145.0% |
| All | +493.9% | +156.3% | +337.5% | +227.1% |
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