+159.7%
GILD vs IWF
+422.7%
-263.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.5% | -1.0% |
| 7D | -4.8% | -0.9% | -3.9% | -4.5% |
| 30D | +5.8% | -1.7% | +7.5% | +6.4% |
| 3M | +14.9% | +0.7% | +14.3% | +14.3% |
| 6M | -0.4% | +8.6% | -8.9% | -3.9% |
| YTD | +18.5% | +3.5% | +15.0% | +16.4% |
| 1Y | +25.1% | +7.0% | +18.1% | +21.0% |
| 3Y | +105.9% | +76.3% | +29.6% | +58.2% |
| 5Y | +143.0% | +74.8% | +68.2% | +84.1% |
| All | +159.7% | +422.7% | -263.0% | -13.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling