+762.1%
IVV vs GILD
+10,574.9%
-9,812.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -2.0% | -4.2% | +2.2% | -1.1% |
| 30D | -1.6% | +6.7% | -8.3% | -3.1% |
| 3M | +4.8% | +20.0% | -15.2% | +0.3% |
| 6M | +12.6% | -1.3% | +13.9% | +12.5% |
| YTD | +11.8% | +19.4% | -7.7% | +6.8% |
| 1Y | +17.6% | +28.9% | -11.4% | +10.2% |
| 3Y | +77.0% | +110.3% | -33.3% | +46.5% |
| 5Y | +82.6% | +144.8% | -62.3% | +45.0% |
| 10Y | +319.6% | +164.4% | +155.2% | +220.7% |
| All | +762.1% | +10,574.9% | -9,812.8% | +223.3% |
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