+123.2%
GLW vs IVZ
+56.4%
+66.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.1% | +4.6% | +5.2% |
| 7D | +3.8% | +0.6% | +3.1% | +3.5% |
| 30D | -1.3% | +4.0% | -5.3% | -3.2% |
| 3M | -21.8% | +18.2% | -40.0% | -27.4% |
| 6M | +6.9% | +32.8% | -25.9% | -6.7% |
| YTD | +77.2% | +28.7% | +48.4% | +49.4% |
| 1Y | +123.2% | +55.4% | +67.9% | +78.7% |
| All | +123.2% | +56.4% | +66.8% | +78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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