+1,896.9%
GLW vs IRM
+9,145.3%
-7,248.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | +2.3% |
| 7D | -13.9% | -8.6% | -5.3% | -10.8% |
| 30D | -35.0% | -8.0% | -27.0% | -32.7% |
| 3M | -32.4% | -12.0% | -20.4% | -28.6% |
| 6M | -41.3% | -18.2% | -23.2% | -36.2% |
| YTD | +21.8% | +31.4% | -9.5% | +12.2% |
| 1Y | +21.8% | +9.2% | +12.7% | +19.6% |
| 3Y | +307.7% | +94.6% | +213.1% | +221.4% |
| 5Y | +213.7% | +170.2% | +43.5% | +117.1% |
| 10Y | +509.3% | +464.3% | +45.0% | +217.9% |
| All | +1,896.9% | +9,145.3% | -7,248.4% | +549.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling