+837.6%
GLW vs IRM
+407.3%
+430.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.7% | +8.2% | +7.9% |
| 7D | +14.0% | +1.6% | +12.4% | +13.1% |
| 30D | +0.4% | -4.2% | +4.5% | +2.5% |
| 3M | -11.3% | -5.4% | -6.0% | -8.8% |
| 6M | +35.1% | +12.0% | +23.0% | +29.6% |
| YTD | +90.5% | +42.0% | +48.5% | +64.4% |
| 1Y | +132.0% | +29.9% | +102.2% | +107.5% |
| 3Y | +463.3% | +104.4% | +359.0% | +299.4% |
| 5Y | +382.5% | +191.0% | +191.5% | +184.3% |
| 10Y | +837.6% | +417.1% | +420.5% | +289.2% |
| All | +837.6% | +407.3% | +430.3% | +289.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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