+4,893.4%
GLW vs IFF
+848.0%
+4,045.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.8% | +8.4% | +7.9% |
| 7D | +14.0% | -0.2% | +14.2% | +14.1% |
| 30D | +0.4% | -0.3% | +0.7% | +0.2% |
| 3M | -11.3% | +18.6% | -29.9% | -19.2% |
| 6M | +35.1% | +17.4% | +17.7% | +23.0% |
| YTD | +90.5% | +28.5% | +62.1% | +66.1% |
| 1Y | +132.0% | +32.5% | +99.5% | +98.2% |
| 3Y | +463.3% | +34.1% | +429.3% | +363.4% |
| 5Y | +382.5% | -35.2% | +417.7% | +428.7% |
| 10Y | +837.6% | -21.1% | +858.7% | +800.5% |
| All | +4,893.4% | +848.0% | +4,045.4% | +1,376.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling