+348.6%
GLW vs IGV
+23.5%
+325.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.2% | +7.9% | +6.6% |
| 7D | +3.8% | -4.5% | +8.3% | +5.6% |
| 30D | -1.3% | +3.2% | -4.6% | -3.2% |
| 3M | -21.8% | +4.5% | -26.3% | -23.6% |
| 6M | +6.9% | +22.1% | -15.2% | -4.3% |
| YTD | +77.2% | -1.0% | +78.2% | +75.5% |
| 1Y | +123.2% | -2.1% | +125.4% | +122.9% |
| 3Y | +400.0% | +44.6% | +355.4% | +309.2% |
| All | +348.6% | +23.5% | +325.1% | +256.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IGV.
Daily Out/Under-Performance
Portfolio return minus IGV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IGV 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 5y: compounded portfolio wealth divided by compounded IGV 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…
5y analysis · Full analysis span regression · 6 months rolling