+307.7%
GLW vs IBB
+78.6%
+229.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -36.6% |
| 3M | -32.4% | +10.7% | -43.1% | -37.1% |
| 6M | -41.3% | +22.9% | -64.2% | -49.4% |
| YTD | +21.8% | +26.7% | -4.8% | +3.4% |
| 1Y | +21.8% | +35.1% | -13.3% | -0.6% |
| 3Y | +307.7% | +80.2% | +227.5% | +176.8% |
| All | +307.7% | +78.6% | +229.0% | +176.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling