+142.4%
GILD vs IJH
+48.0%
+94.5%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.5% | -1.0% |
| 7D | -4.8% | -1.9% | -3.0% | -4.2% |
| 30D | +5.8% | -4.6% | +10.4% | +7.6% |
| 3M | +14.9% | -1.2% | +16.1% | +15.3% |
| 6M | -0.4% | +9.4% | -9.8% | -3.7% |
| YTD | +18.5% | +13.3% | +5.2% | +13.0% |
| 1Y | +25.1% | +13.4% | +11.7% | +19.2% |
| 3Y | +105.9% | +50.4% | +55.5% | +74.5% |
| All | +142.4% | +48.0% | +94.5% | +101.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 5y: compounded portfolio wealth divided by compounded IJH 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…
5y analysis · Full analysis span regression · 6 months rolling