+37.4%
GILD vs IWD
+30.5%
+6.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | +0.3% |
| 7D | +3.6% | -0.3% | +3.9% | +3.8% |
| 30D | +14.6% | +0.6% | +14.0% | +14.1% |
| 3M | +17.7% | +7.2% | +10.4% | +12.0% |
| 6M | +3.1% | +16.2% | -13.1% | -7.5% |
| YTD | +24.5% | +23.3% | +1.2% | +8.2% |
| 1Y | +37.4% | +29.6% | +7.8% | +13.3% |
| All | +37.4% | +30.5% | +6.9% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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