-7.7%
GAP vs IBN
+15.0%
-22.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.8% |
| 7D | -9.3% | +11.1% | -20.5% | -14.2% |
| 30D | -5.5% | +23.9% | -29.3% | -15.8% |
| 3M | +3.5% | +16.3% | -12.8% | -4.7% |
| 6M | +0.7% | +34.2% | -33.5% | -15.1% |
| YTD | -13.4% | +17.6% | -30.9% | -21.0% |
| 1Y | -7.7% | +13.8% | -21.5% | -16.4% |
| All | -7.7% | +15.0% | -22.7% | -16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling