+159.7%
GILD vs IBKR
+1,011.6%
-851.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -2.9% | -1.1% |
| 7D | -4.8% | -1.3% | -3.5% | -4.6% |
| 30D | +5.8% | -0.2% | +6.0% | +5.7% |
| 3M | +14.9% | +3.0% | +12.0% | +13.9% |
| 6M | -0.4% | +33.9% | -34.2% | -5.3% |
| YTD | +18.5% | +42.5% | -24.0% | +11.2% |
| 1Y | +25.1% | +44.9% | -19.7% | +16.6% |
| 3Y | +105.9% | +293.0% | -187.1% | +58.5% |
| 5Y | +143.0% | +497.7% | -354.7% | +68.6% |
| All | +159.7% | +1,011.6% | -851.9% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 10y: compounded portfolio wealth divided by compounded IBKR 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…
10y analysis · Full analysis span regression · 6 months rolling