+200.5%
IWD vs GAP
+28.3%
+172.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +4.0% | +0.2% |
| 7D | -1.2% | -3.2% | +2.0% | -0.7% |
| 30D | -1.6% | -0.7% | -0.9% | -1.8% |
| 3M | +7.0% | -0.5% | +7.5% | +6.7% |
| 6M | +17.0% | -5.0% | +21.9% | +16.8% |
| YTD | +21.6% | -14.7% | +36.3% | +23.2% |
| 1Y | +28.0% | -8.6% | +36.6% | +27.6% |
| 3Y | +70.6% | +108.4% | -37.8% | +38.1% |
| 5Y | +73.3% | +5.8% | +67.6% | +51.6% |
| 10Y | +200.5% | +29.6% | +170.9% | +115.7% |
| All | +200.5% | +28.3% | +172.2% | +115.7% |
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 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