+134.7%
GLW vs IYR
+6.4%
+128.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.5% |
| 7D | +16.9% | -0.9% | +17.8% | +16.9% |
| 30D | +7.0% | -2.4% | +9.3% | +7.0% |
| 3M | -3.0% | -2.0% | -1.0% | -4.0% |
| 6M | +31.0% | +2.5% | +28.5% | +23.3% |
| YTD | +93.4% | +8.3% | +85.1% | +79.7% |
| 1Y | +134.7% | +6.5% | +128.3% | +119.6% |
| All | +134.7% | +6.4% | +128.3% | +119.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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