+339.2%
GLW vs IFF
+22.2%
+317.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.0% | -5.3% | -4.5% |
| 7D | +7.7% | -1.8% | +9.5% | +8.1% |
| 30D | -18.8% | -9.4% | -9.4% | -17.5% |
| 3M | -27.7% | -3.0% | -24.7% | -27.6% |
| 6M | -44.4% | +5.8% | -50.2% | -45.8% |
| YTD | +31.3% | +22.4% | +8.9% | +22.0% |
| 1Y | +40.0% | +23.0% | +17.0% | +29.9% |
| 3Y | +339.2% | +21.8% | +317.5% | +288.2% |
| All | +339.2% | +22.2% | +317.0% | +288.2% |
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