+973.6%
GLW vs IBKR
+1,332.5%
-358.9%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.8% |
| 7D | +16.9% | +1.3% | +15.6% | +16.1% |
| 30D | +7.0% | -0.3% | +7.3% | +6.9% |
| 3M | -3.0% | +4.7% | -7.6% | -5.5% |
| 6M | +31.0% | +34.0% | -3.0% | +15.0% |
| YTD | +93.4% | +40.8% | +52.6% | +65.9% |
| 1Y | +134.7% | +45.7% | +89.0% | +98.4% |
| 3Y | +471.8% | +288.4% | +183.4% | +207.6% |
| 5Y | +394.5% | +487.2% | -92.7% | +115.1% |
| 10Y | +867.9% | +991.2% | -123.3% | +209.6% |
| All | +973.6% | +1,332.5% | -358.9% | +129.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling