+471.0%
GLW vs IBKR
+291.8%
+179.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +1.1% |
| 7D | +7.8% | -1.3% | +9.2% | +8.4% |
| 30D | -0.4% | -0.2% | -0.2% | -0.6% |
| 3M | -5.6% | +3.0% | -8.5% | -7.2% |
| 6M | +26.7% | +33.9% | -7.1% | +11.6% |
| YTD | +91.0% | +42.5% | +48.5% | +64.0% |
| 1Y | +122.4% | +44.9% | +77.5% | +90.4% |
| 3Y | +471.0% | +293.0% | +178.0% | +280.8% |
| All | +471.0% | +291.8% | +179.2% | +280.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling