+119.4%
GLW vs IYR
+711.5%
-592.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.2% | +7.6% | +7.6% |
| 7D | +1.4% | -1.2% | +2.6% | +2.4% |
| 30D | -18.2% | +6.1% | -24.3% | -21.4% |
| 3M | -24.2% | +0.9% | -25.1% | -24.8% |
| 6M | -41.7% | +1.2% | -42.9% | -42.9% |
| YTD | +38.3% | +11.1% | +27.2% | +28.0% |
| 1Y | +38.2% | +9.0% | +29.2% | +29.5% |
| 3Y | +363.4% | +41.4% | +322.0% | +263.9% |
| 5Y | +254.6% | +6.7% | +247.9% | +230.7% |
| 10Y | +562.0% | +87.7% | +474.3% | +335.2% |
| All | +119.4% | +711.5% | -592.1% | -51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling