+127.0%
IBB vs GAP
+28.3%
+98.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.7% | -0.3% |
| 7D | -3.9% | -3.2% | -0.7% | -3.5% |
| 30D | +2.7% | -0.7% | +3.4% | +2.6% |
| 3M | +21.4% | -0.5% | +21.8% | +21.0% |
| 6M | +20.1% | -5.0% | +25.1% | +19.9% |
| YTD | +21.9% | -14.7% | +36.5% | +23.0% |
| 1Y | +44.1% | -8.6% | +52.8% | +43.7% |
| 3Y | +63.4% | +108.4% | -45.0% | +40.8% |
| 5Y | +19.8% | +5.8% | +14.0% | +8.1% |
| 10Y | +127.0% | +29.6% | +97.4% | +86.2% |
| All | +127.0% | +28.3% | +98.7% | +86.2% |
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