+41.5%
IVZ vs GAP
+1.5%
+40.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.6% |
| 7D | +7.6% | -1.9% | +9.5% | +8.3% |
| 30D | +4.3% | -7.1% | +11.4% | +6.9% |
| 3M | -9.3% | +4.1% | -13.4% | -11.2% |
| 6M | +5.2% | +1.9% | +3.3% | +2.6% |
| YTD | +13.4% | -15.2% | +28.7% | +16.5% |
| 1Y | +25.4% | -10.6% | +36.0% | +26.1% |
| 3Y | +152.5% | +74.6% | +77.9% | +79.4% |
| 5Y | +36.7% | +3.7% | +33.0% | +8.6% |
| All | +41.5% | +1.5% | +40.0% | -15.2% |
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