+27.7%
GLW vs IYR
+10.5%
+17.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.3% |
| 7D | -11.1% | +2.1% | -13.2% | -11.0% |
| 30D | -28.4% | +7.2% | -35.6% | -28.7% |
| 3M | -28.8% | +0.4% | -29.2% | -28.7% |
| 6M | -39.8% | +1.4% | -41.3% | -40.8% |
| YTD | +28.7% | +11.3% | +17.4% | +15.5% |
| 1Y | +27.7% | +10.5% | +17.2% | +15.4% |
| All | +27.7% | +10.5% | +17.3% | +15.4% |
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