+38.6%
GILD vs IJR
+17.6%
+21.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -2.2% | -1.9% | -0.3% | -1.4% |
| 30D | +13.6% | +0.4% | +13.2% | +13.7% |
| 3M | +28.3% | -6.6% | +34.8% | +31.1% |
| 6M | +23.9% | -0.3% | +24.2% | +24.1% |
| YTD | +38.4% | +15.5% | +22.9% | +31.5% |
| 1Y | +38.6% | +19.2% | +19.4% | +30.8% |
| All | +38.6% | +17.6% | +21.0% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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