+73.6%
IWD vs GAP
+9.4%
+64.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -0.2% | +1.7% | -1.9% | -0.4% |
| 30D | -0.8% | +9.3% | -10.1% | -2.1% |
| 3M | +8.0% | +6.1% | +1.9% | +6.9% |
| 6M | +18.2% | -2.3% | +20.5% | +17.7% |
| YTD | +22.3% | -10.6% | +32.9% | +22.9% |
| 1Y | +28.9% | -4.4% | +33.3% | +27.9% |
| 3Y | +71.5% | +118.3% | -46.8% | +44.4% |
| 5Y | +73.6% | +12.2% | +61.4% | +49.1% |
| All | +73.6% | +9.4% | +64.2% | +49.1% |
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