+105.9%
GILD vs IYR
+29.0%
+76.9%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.5% | -1.1% |
| 7D | -4.8% | -1.4% | -3.5% | -4.3% |
| 30D | +5.8% | -2.7% | +8.4% | +7.0% |
| 3M | +14.9% | -2.1% | +17.1% | +16.0% |
| 6M | -0.4% | +3.6% | -3.9% | -1.8% |
| YTD | +18.5% | +8.1% | +10.4% | +14.8% |
| 1Y | +25.1% | +4.7% | +20.4% | +22.7% |
| 3Y | +105.9% | +29.1% | +76.8% | +84.6% |
| All | +105.9% | +29.0% | +76.9% | +84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 3y: compounded portfolio wealth divided by compounded IYR 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…
3y analysis · Full analysis span regression · 6 months rolling