+137.1%
IBB vs GAP
+20.3%
+116.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.5% | -0.7% | +2.3% |
| 7D | +2.7% | 0.0% | +2.7% | +2.7% |
| 30D | +6.3% | -4.3% | +10.6% | +6.9% |
| 3M | +11.1% | +9.4% | +1.7% | +9.4% |
| 6M | +29.2% | -3.3% | +32.5% | +28.8% |
| YTD | +30.2% | -10.5% | +40.8% | +30.5% |
| 1Y | +39.5% | -2.4% | +41.9% | +38.1% |
| 3Y | +92.3% | +80.1% | +12.2% | +69.4% |
| 5Y | +43.0% | +6.5% | +36.5% | +29.1% |
| 10Y | +137.1% | +14.6% | +122.5% | +97.7% |
| All | +137.1% | +20.3% | +116.8% | +97.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 10y: compounded portfolio wealth divided by compounded GAP 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…
10y analysis · Full analysis span regression · 6 months rolling