+264.7%
GLW vs IOT
+69.6%
+195.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.9% | +5.5% | +7.3% |
| 7D | +1.4% | -1.3% | +2.8% | +1.6% |
| 30D | -18.2% | +1.5% | -19.7% | -18.3% |
| 3M | -24.2% | +4.8% | -28.9% | -24.6% |
| 6M | -41.7% | +45.3% | -87.0% | -44.0% |
| YTD | +38.3% | +19.2% | +19.1% | +34.1% |
| 1Y | +38.2% | +6.1% | +32.1% | +36.0% |
| 3Y | +363.4% | +76.0% | +287.4% | +318.7% |
| All | +264.7% | +69.6% | +195.0% | +202.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling