+123.2%
GLW vs IBKR
+45.1%
+78.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.0% | +5.9% |
| 7D | +3.8% | -3.3% | +7.0% | +5.5% |
| 30D | -1.3% | +4.5% | -5.8% | -4.2% |
| 3M | -21.8% | +6.5% | -28.3% | -24.8% |
| 6M | +6.9% | +34.2% | -27.3% | -11.1% |
| YTD | +77.2% | +44.5% | +32.7% | +40.6% |
| 1Y | +123.2% | +44.7% | +78.5% | +85.4% |
| All | +123.2% | +45.1% | +78.1% | +85.4% |
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