+521.8%
GLW vs IVZ
+48.7%
+473.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.2% |
| 7D | -11.1% | +2.2% | -13.3% | -11.8% |
| 30D | -28.4% | -2.2% | -26.3% | -27.4% |
| 3M | -28.8% | -8.4% | -20.4% | -25.5% |
| 6M | -39.8% | +6.2% | -46.0% | -41.4% |
| YTD | +28.7% | +12.4% | +16.3% | +21.1% |
| 1Y | +27.7% | +26.0% | +1.7% | +14.0% |
| 3Y | +331.3% | +147.9% | +183.5% | +169.8% |
| 5Y | +233.4% | +38.8% | +194.7% | +164.2% |
| 10Y | +521.8% | +44.6% | +477.2% | +317.4% |
| All | +521.8% | +48.7% | +473.1% | +317.4% |
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