+393.8%
GLW vs IOT
+54.4%
+339.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.6% | -3.1% |
| 7D | +11.7% | -0.8% | +12.5% | +11.8% |
| 30D | +2.7% | -4.7% | +7.3% | +2.9% |
| 3M | -2.8% | +17.8% | -20.6% | -4.6% |
| 6M | +20.2% | +16.8% | +3.3% | +17.3% |
| YTD | +87.3% | +8.4% | +78.8% | +83.0% |
| 1Y | +119.6% | -0.8% | +120.4% | +116.8% |
| 3Y | +453.7% | +25.7% | +427.9% | +417.0% |
| All | +393.8% | +54.4% | +339.4% | +313.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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