+27.4%
IVZ vs GAP
+5.0%
+22.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +1.2% |
| 7D | -2.4% | -3.8% | +1.3% | -1.4% |
| 30D | -11.2% | -9.0% | -2.2% | -8.9% |
| 3M | -14.0% | +5.5% | -19.4% | -15.8% |
| 6M | +0.5% | -11.1% | +11.5% | +2.1% |
| YTD | +5.4% | -13.6% | +19.0% | +7.4% |
| 1Y | +19.5% | -2.9% | +22.3% | +17.4% |
| 3Y | +128.7% | +69.6% | +59.1% | +74.5% |
| All | +27.4% | +5.0% | +22.4% | -6.5% |
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