+40.1%
GILD vs IWF
-7.5%
+47.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.4% | +2.4% | -3.4% |
| 7D | +1.2% | -8.9% | +10.1% | +1.8% |
| 30D | +16.2% | -14.6% | +30.8% | +17.4% |
| 3M | +27.9% | -10.8% | +38.7% | +28.6% |
| 6M | +27.1% | -8.2% | +35.3% | +26.6% |
| YTD | +39.0% | -6.5% | +45.5% | +35.6% |
| 1Y | +40.1% | -7.7% | +47.8% | +36.6% |
| All | +40.1% | -7.5% | +47.5% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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