+562.0%
GLW vs IBB
+133.2%
+428.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.4% | +7.0% | +7.1% |
| 7D | +1.4% | -1.4% | +2.8% | +2.8% |
| 30D | -18.2% | +6.8% | -25.0% | -21.5% |
| 3M | -24.2% | +9.2% | -33.4% | -29.0% |
| 6M | -41.7% | +28.3% | -70.1% | -51.2% |
| YTD | +38.3% | +29.4% | +8.9% | +15.7% |
| 1Y | +38.2% | +33.2% | +5.0% | +13.4% |
| 3Y | +363.4% | +90.2% | +273.2% | +195.7% |
| 5Y | +254.6% | +44.0% | +210.6% | +168.1% |
| 10Y | +562.0% | +133.1% | +428.9% | +251.9% |
| All | +562.0% | +133.2% | +428.8% | +251.9% |
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