+339.2%
GLW vs IBB
+86.1%
+253.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -4.0% |
| 7D | +7.7% | -0.5% | +8.3% | +8.3% |
| 30D | -18.8% | +4.6% | -23.4% | -20.5% |
| 3M | -27.7% | +6.8% | -34.6% | -31.1% |
| 6M | -44.4% | +23.1% | -67.5% | -52.1% |
| YTD | +31.3% | +26.0% | +5.3% | +11.9% |
| 1Y | +40.0% | +30.4% | +9.7% | +16.8% |
| 3Y | +339.2% | +85.4% | +253.8% | +184.4% |
| All | +339.2% | +86.1% | +253.1% | +184.4% |
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