-2.1%
IGV vs GILD
+36.9%
-39.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -4.5% | +3.7% | -8.2% | -4.6% |
| 30D | +3.2% | +14.6% | -11.4% | +2.9% |
| 3M | +4.5% | +17.7% | -13.1% | +4.2% |
| 6M | +22.1% | +3.1% | +19.0% | +21.1% |
| YTD | -1.0% | +24.5% | -25.6% | -2.8% |
| 1Y | -2.1% | +37.4% | -39.5% | -4.5% |
| All | -2.1% | +36.9% | -39.0% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GILD.
Daily Out/Under-Performance
Portfolio return minus GILD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GILD 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 GILD 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