+384.1%
GLW vs IBKR
+495.5%
-111.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.5% |
| 3M | -5.6% | +3.0% | -8.5% | -7.2% |
| 6M | +26.7% | +33.9% | -7.1% | +12.3% |
| YTD | +91.0% | +42.5% | +48.5% | +65.1% |
| 1Y | +122.4% | +44.9% | +77.5% | +91.4% |
| 3Y | +471.0% | +293.0% | +178.0% | +241.3% |
| All | +384.1% | +495.5% | -111.3% | +135.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling