+521.8%
GLW vs IBB
+130.8%
+391.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -2.6% |
| 7D | -11.1% | +0.8% | -11.9% | -11.3% |
| 30D | -28.4% | +5.2% | -33.6% | -30.6% |
| 3M | -28.8% | +8.6% | -37.4% | -33.0% |
| 6M | -39.8% | +27.8% | -67.6% | -49.5% |
| YTD | +28.7% | +28.8% | -0.1% | +8.0% |
| 1Y | +27.7% | +36.4% | -8.7% | +3.0% |
| 3Y | +331.3% | +89.3% | +242.0% | +176.0% |
| 5Y | +233.4% | +43.3% | +190.2% | +153.0% |
| 10Y | +521.8% | +130.6% | +391.1% | +231.5% |
| All | +521.8% | +130.8% | +391.0% | +231.5% |
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