+159.7%
GILD vs IWD
+203.8%
-44.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.6% | -1.3% |
| 7D | -4.8% | -0.8% | -4.0% | -4.4% |
| 30D | +5.8% | -0.8% | +6.6% | +6.3% |
| 3M | +14.9% | +6.9% | +8.0% | +10.5% |
| 6M | -0.4% | +18.3% | -18.6% | -9.6% |
| YTD | +18.5% | +22.4% | -3.8% | +5.4% |
| 1Y | +25.1% | +27.4% | -2.3% | +8.6% |
| 3Y | +105.9% | +71.2% | +34.7% | +50.4% |
| 5Y | +143.0% | +75.7% | +67.3% | +73.6% |
| All | +159.7% | +203.8% | -44.1% | +26.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling