+35.4%
GLW vs IRM
+16.9%
+18.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -2.6% |
| 7D | +15.5% | +8.6% | +6.9% | +7.1% |
| 30D | -19.6% | 0.0% | -19.5% | -19.2% |
| 3M | -28.5% | -7.1% | -21.3% | -23.1% |
| 6M | -39.5% | -7.9% | -31.6% | -34.3% |
| YTD | +37.2% | +41.3% | -4.1% | +11.9% |
| 1Y | +35.4% | +20.7% | +14.7% | +26.5% |
| All | +35.4% | +16.9% | +18.6% | +26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling