+459.7%
GLW vs IFF
+29.7%
+430.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.1% |
| 7D | +11.7% | -2.8% | +14.5% | +12.3% |
| 30D | +2.7% | -1.1% | +3.8% | +2.8% |
| 3M | -2.8% | +13.8% | -16.6% | -6.7% |
| 6M | +20.2% | +16.7% | +3.5% | +13.7% |
| YTD | +87.3% | +26.1% | +61.2% | +73.7% |
| 1Y | +119.6% | +33.5% | +86.1% | +100.1% |
| All | +459.7% | +29.7% | +430.1% | +395.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling