-11.3%
GLW vs INIO
-33.6%
+22.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +5.1% | +2.5% | +3.9% |
| 7D | +14.0% | +12.1% | +1.9% | +5.2% |
| 30D | +0.4% | -20.2% | +20.6% | +18.0% |
| 3M | -11.3% | -35.3% | +24.0% | +26.1% |
| All | -11.3% | -33.6% | +22.2% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INIO.
Daily Out/Under-Performance
Portfolio return minus INIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INIO 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 INIO 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 · Available span rolling