+307.7%
GLW vs IBN
+51.2%
+256.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.2% | -1.6% | +1.5% |
| 7D | -13.9% | +15.1% | -29.0% | -17.4% |
| 30D | -35.0% | +21.6% | -56.6% | -39.0% |
| 3M | -32.4% | +11.2% | -43.5% | -34.5% |
| 6M | -41.3% | +27.8% | -69.1% | -46.2% |
| YTD | +21.8% | +14.7% | +7.2% | +15.4% |
| 1Y | +21.8% | +14.4% | +7.4% | +15.4% |
| 3Y | +307.7% | +52.1% | +255.6% | +259.3% |
| All | +307.7% | +51.2% | +256.4% | +259.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling