-1.1%
GAP vs IBN
+385.6%
-386.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.0% |
| 7D | -1.9% | +1.9% | -3.8% | -2.7% |
| 30D | -7.1% | +22.1% | -29.2% | -15.5% |
| 3M | +4.1% | +17.1% | -13.0% | -3.7% |
| 6M | +1.9% | +35.5% | -33.6% | -12.0% |
| YTD | -15.2% | +16.8% | -32.0% | -21.6% |
| 1Y | -10.6% | +12.4% | -23.0% | -15.9% |
| 3Y | +74.6% | +58.0% | +16.5% | +37.8% |
| 5Y | +3.7% | +73.7% | -70.1% | -21.8% |
| All | -1.1% | +385.6% | -386.7% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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