+542.4%
GLW vs IBN
+368.7%
+173.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +1.7% | +7.6% | +8.7% |
| 7D | -5.9% | +14.6% | -20.5% | -10.5% |
| 30D | -26.0% | +23.5% | -49.5% | -31.7% |
| 3M | -29.9% | +14.0% | -43.9% | -33.5% |
| 6M | -37.8% | +31.1% | -68.9% | -44.0% |
| YTD | +33.1% | +16.6% | +16.6% | +25.3% |
| 1Y | +36.8% | +14.9% | +21.9% | +29.3% |
| 3Y | +356.1% | +56.9% | +299.2% | +279.7% |
| 5Y | +243.8% | +69.7% | +174.1% | +175.4% |
| 10Y | +542.4% | +365.4% | +177.0% | +265.7% |
| All | +542.4% | +368.7% | +173.7% | +265.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 10y: compounded portfolio wealth divided by compounded IBN 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…
10y analysis · Full analysis span regression · 6 months rolling