+867.9%
GLW vs IVZ
+60.3%
+807.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.9% |
| 7D | +16.9% | +1.2% | +15.7% | +16.2% |
| 30D | +7.0% | +1.8% | +5.2% | +6.0% |
| 3M | -3.0% | +15.7% | -18.7% | -9.6% |
| 6M | +31.0% | +36.3% | -5.4% | +13.1% |
| YTD | +93.4% | +24.9% | +68.5% | +72.3% |
| 1Y | +134.7% | +48.9% | +85.8% | +92.8% |
| 3Y | +471.8% | +136.8% | +335.0% | +263.7% |
| 5Y | +394.5% | +60.0% | +334.5% | +262.3% |
| 10Y | +867.9% | +63.4% | +804.6% | +508.8% |
| All | +867.9% | +60.3% | +807.6% | +508.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling