+243.8%
GLW vs IVZ
+37.3%
+206.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +6.8% | +2.5% | +6.2% |
| 7D | -5.9% | +4.1% | -10.0% | -7.3% |
| 30D | -26.0% | -2.0% | -24.0% | -25.1% |
| 3M | -29.9% | -7.8% | -22.0% | -27.0% |
| 6M | -37.8% | +6.3% | -44.1% | -39.2% |
| YTD | +33.1% | +12.6% | +20.6% | +25.6% |
| 1Y | +36.8% | +27.6% | +9.2% | +22.4% |
| 3Y | +356.1% | +154.0% | +202.1% | +190.9% |
| 5Y | +243.8% | +37.3% | +206.5% | +184.5% |
| All | +243.8% | +37.3% | +206.5% | +184.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling