+786.4%
IWM vs GILD
+11,763.5%
-10,977.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | -2.4% | -4.8% | +2.4% | -1.1% |
| 30D | -4.6% | +5.8% | -10.3% | -6.1% |
| 3M | -0.3% | +14.9% | -15.2% | -4.3% |
| 6M | +14.7% | -0.4% | +15.1% | +14.4% |
| YTD | +17.8% | +18.5% | -0.7% | +11.7% |
| 1Y | +21.2% | +25.1% | -3.9% | +13.0% |
| 3Y | +62.3% | +105.9% | -43.6% | +29.9% |
| 5Y | +38.7% | +143.0% | -104.3% | +5.3% |
| 10Y | +170.1% | +162.4% | +7.7% | +95.3% |
| All | +786.4% | +11,763.5% | -10,977.1% | +141.5% |
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 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