+38.2%
GLW vs IBB
+36.8%
+1.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.4% | +7.0% | +7.1% |
| 7D | +1.4% | -1.4% | +2.8% | +2.7% |
| 30D | -18.2% | +6.8% | -25.0% | -20.8% |
| 3M | -24.2% | +9.2% | -33.4% | -29.1% |
| 6M | -41.7% | +28.3% | -70.1% | -53.4% |
| YTD | +38.3% | +29.4% | +8.9% | +11.1% |
| 1Y | +38.2% | +33.2% | +5.0% | +9.3% |
| All | +38.2% | +36.8% | +1.4% | +9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling