+331.3%
GLW vs IBB
+89.8%
+241.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -2.6% |
| 7D | -11.1% | +0.8% | -11.9% | -11.2% |
| 30D | -28.4% | +5.2% | -33.6% | -30.3% |
| 3M | -28.8% | +8.6% | -37.4% | -32.8% |
| 6M | -39.8% | +27.8% | -67.6% | -49.4% |
| YTD | +28.7% | +28.8% | -0.1% | +8.2% |
| 1Y | +27.7% | +36.4% | -8.7% | +3.6% |
| 3Y | +331.3% | +89.3% | +242.0% | +174.5% |
| All | +331.3% | +89.8% | +241.5% | +174.5% |
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 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