+941.9%
IGV vs GILD
+6,566.4%
-5,624.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | -2.9% | -4.8% | +1.9% | -1.3% |
| 30D | -1.5% | +5.8% | -7.3% | -3.4% |
| 3M | +11.7% | +14.9% | -3.3% | +6.4% |
| 6M | +18.4% | -0.4% | +18.8% | +17.9% |
| YTD | -3.9% | +18.5% | -22.5% | -10.2% |
| 1Y | -9.7% | +25.1% | -34.8% | -17.4% |
| 3Y | +38.4% | +105.9% | -67.5% | +4.3% |
| 5Y | +21.6% | +143.0% | -121.4% | -14.6% |
| 10Y | +363.0% | +162.4% | +200.6% | +204.0% |
| All | +941.9% | +6,566.4% | -5,624.5% | +80.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling