+49.0%
IVZ vs GAP
+15.9%
+33.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +1.4% |
| 7D | -2.4% | -3.8% | +1.3% | -1.2% |
| 30D | -11.2% | -9.0% | -2.2% | -8.4% |
| 3M | -14.0% | +5.5% | -19.4% | -16.2% |
| 6M | +0.5% | -11.1% | +11.5% | +2.3% |
| YTD | +5.4% | -13.6% | +19.0% | +7.5% |
| 1Y | +19.5% | -2.9% | +22.3% | +16.7% |
| 3Y | +128.7% | +69.6% | +59.1% | +64.1% |
| 5Y | +28.8% | +5.4% | +23.4% | +1.5% |
| All | +49.0% | +15.9% | +33.1% | -11.9% |
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