+39.7%
GLW vs IYR
+9.7%
+30.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.1% | -4.6% | -4.5% |
| 7D | +7.5% | +0.6% | +6.9% | +7.4% |
| 30D | -19.0% | +6.6% | -25.6% | -19.1% |
| 3M | -27.9% | -1.8% | -26.1% | -27.7% |
| 6M | -44.6% | +1.4% | -46.0% | -45.8% |
| YTD | +31.0% | +10.5% | +20.5% | +20.0% |
| 1Y | +39.7% | +10.6% | +29.1% | +28.2% |
| All | +39.7% | +9.7% | +30.0% | +28.2% |
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