+147.9%
IVZ vs GAP
+77.2%
+70.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | +0.1% |
| 7D | +2.2% | -0.1% | +2.2% | +2.3% |
| 30D | -2.2% | -5.4% | +3.3% | -0.9% |
| 3M | -8.4% | +2.9% | -11.3% | -9.4% |
| 6M | +6.2% | -4.4% | +10.6% | +5.9% |
| YTD | +12.4% | -11.6% | +24.0% | +13.7% |
| 1Y | +26.0% | -6.0% | +32.0% | +25.6% |
| 3Y | +147.9% | +78.0% | +69.9% | +123.7% |
| All | +147.9% | +77.2% | +70.7% | +123.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling