+410.0%
GLW vs IOT
+55.2%
+354.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.7% | +5.2% | +1.8% |
| 7D | +16.9% | +5.1% | +11.8% | +16.5% |
| 30D | +7.0% | -3.0% | +10.0% | +7.1% |
| 3M | -3.0% | +15.0% | -17.9% | -4.5% |
| 6M | +31.0% | +13.1% | +17.8% | +28.3% |
| YTD | +93.4% | +9.0% | +84.4% | +89.0% |
| 1Y | +134.7% | +0.1% | +134.6% | +131.6% |
| 3Y | +471.8% | +26.4% | +445.4% | +433.8% |
| All | +410.0% | +55.2% | +354.8% | +326.3% |
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