+139.2%
GLW vs IBN
+1,726.4%
-1,587.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.2% | -1.6% | +1.4% |
| 7D | -13.9% | +15.1% | -29.0% | -17.7% |
| 30D | -35.0% | +21.6% | -56.6% | -39.0% |
| 3M | -32.4% | +11.2% | -43.5% | -34.8% |
| 6M | -41.3% | +27.8% | -69.1% | -45.9% |
| YTD | +21.8% | +14.7% | +7.2% | +16.5% |
| 1Y | +21.8% | +14.4% | +7.4% | +16.4% |
| 3Y | +307.7% | +52.1% | +255.6% | +254.1% |
| 5Y | +213.7% | +70.7% | +143.0% | +161.8% |
| 10Y | +509.3% | +385.5% | +123.7% | +254.1% |
| All | +139.2% | +1,726.4% | -1,587.2% | -26.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling