+280.8%
GLW vs IBB
+554.8%
-274.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -5.0% | -7.9% | -9.4% |
| 7D | -19.7% | -3.6% | -16.1% | -17.5% |
| 30D | -38.8% | +3.4% | -42.2% | -40.1% |
| 3M | -33.9% | +9.5% | -43.4% | -38.5% |
| 6M | -36.0% | +23.3% | -59.3% | -45.4% |
| YTD | +18.7% | +24.5% | -5.8% | +0.8% |
| 1Y | +19.8% | +32.9% | -13.1% | -2.9% |
| 3Y | +294.3% | +76.6% | +217.8% | +157.7% |
| 5Y | +205.7% | +35.5% | +170.2% | +135.6% |
| 10Y | +493.8% | +156.7% | +337.0% | +177.6% |
| All | +280.8% | +554.8% | -274.0% | -16.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling