+833.1%
GLW vs IJR
+170.6%
+662.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -2.4% |
| 7D | +11.7% | -2.3% | +14.0% | +14.1% |
| 30D | +2.7% | -4.7% | +7.4% | +7.3% |
| 3M | -2.8% | +2.1% | -5.0% | -3.8% |
| 6M | +20.2% | +13.9% | +6.3% | +8.9% |
| YTD | +87.3% | +18.2% | +69.0% | +64.6% |
| 1Y | +119.6% | +21.8% | +97.8% | +88.4% |
| 3Y | +453.7% | +52.2% | +401.5% | +281.9% |
| 5Y | +376.1% | +40.1% | +336.0% | +249.8% |
| All | +833.1% | +170.6% | +662.4% | +290.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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