+12,513.7%
GILD vs IJR
+1,125.8%
+11,387.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.1% |
| 7D | -4.8% | -2.2% | -2.7% | -3.5% |
| 30D | +5.8% | -4.6% | +10.4% | +8.8% |
| 3M | +14.9% | +0.2% | +14.7% | +14.6% |
| 6M | -0.4% | +14.7% | -15.1% | -8.6% |
| YTD | +18.5% | +18.9% | -0.3% | +6.1% |
| 1Y | +25.1% | +19.9% | +5.2% | +11.1% |
| 3Y | +105.9% | +53.0% | +52.9% | +52.2% |
| 5Y | +143.0% | +40.9% | +102.1% | +83.9% |
| 10Y | +162.4% | +171.1% | -8.7% | +14.4% |
| All | +12,513.7% | +1,125.8% | +11,387.9% | +1,129.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling