+65.1%
IVZ vs GAP
+9.0%
+56.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | +0.6% | -4.5% | +5.1% | +1.9% |
| 30D | +4.0% | +9.0% | -5.0% | +1.1% |
| 3M | +18.2% | +5.0% | +13.2% | +15.8% |
| 6M | +32.8% | -17.8% | +50.6% | +37.7% |
| YTD | +28.7% | -10.4% | +39.1% | +30.0% |
| 1Y | +55.4% | -3.4% | +58.8% | +52.7% |
| 3Y | +135.2% | +111.5% | +23.7% | +65.8% |
| All | +65.1% | +9.0% | +56.2% | +25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling