+546.9%
IBB vs GAP
+45.9%
+501.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.1% | +5.9% | +2.5% |
| 7D | -1.8% | -3.8% | +1.9% | -1.2% |
| 30D | +5.1% | -9.0% | +14.1% | +6.7% |
| 3M | +10.7% | +5.5% | +5.3% | +9.1% |
| 6M | +22.9% | -11.1% | +34.0% | +24.1% |
| YTD | +26.7% | -13.6% | +40.3% | +27.7% |
| 1Y | +35.1% | -2.9% | +38.0% | +33.1% |
| 3Y | +80.2% | +69.6% | +10.6% | +50.6% |
| 5Y | +37.8% | +5.4% | +32.5% | +19.7% |
| 10Y | +161.2% | +17.8% | +143.4% | +91.4% |
| All | +546.9% | +45.9% | +501.0% | +269.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling