+851.8%
GLW vs IFF
-20.3%
+872.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.2% |
| 7D | +7.8% | -3.2% | +11.0% | +9.2% |
| 30D | -0.4% | -0.3% | -0.1% | -0.6% |
| 3M | -5.6% | +8.4% | -14.0% | -10.0% |
| 6M | +26.7% | +23.0% | +3.7% | +13.7% |
| YTD | +91.0% | +25.5% | +65.6% | +69.3% |
| 1Y | +122.4% | +29.1% | +93.3% | +93.6% |
| 3Y | +471.0% | +31.7% | +439.3% | +374.0% |
| 5Y | +385.6% | -35.2% | +420.9% | +444.9% |
| All | +851.8% | -20.3% | +872.1% | +778.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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