+40.6%
GLW vs IBKR
+10.3%
+30.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.5% | -6.4% | -6.2% |
| 7D | -9.5% | -6.8% | -2.7% | -5.4% |
| 30D | -25.5% | -12.5% | -12.9% | -18.7% |
| 3M | -25.6% | -12.0% | -13.5% | -19.5% |
| 6M | -25.5% | -4.5% | -21.0% | -23.6% |
| YTD | +36.4% | +21.5% | +14.9% | +15.6% |
| 1Y | +40.6% | +10.6% | +30.0% | +28.2% |
| All | +40.6% | +10.3% | +30.3% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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