+159.7%
GILD vs IRM
+440.8%
-281.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -1.1% |
| 7D | -4.8% | -1.4% | -3.4% | -4.6% |
| 30D | +5.8% | -7.4% | +13.2% | +7.1% |
| 3M | +14.9% | -7.4% | +22.3% | +16.1% |
| 6M | -0.4% | +8.7% | -9.0% | -2.4% |
| YTD | +18.5% | +40.9% | -22.4% | +10.6% |
| 1Y | +25.1% | +20.5% | +4.6% | +19.6% |
| 3Y | +105.9% | +101.7% | +4.2% | +73.6% |
| 5Y | +143.0% | +197.7% | -54.7% | +86.5% |
| All | +159.7% | +440.8% | -281.1% | +71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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