-15.0%
GAP vs IBN
+1,753.3%
-1,768.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.1% |
| 7D | -5.2% | +5.7% | -10.9% | -6.5% |
| 30D | -6.9% | +20.5% | -27.4% | -11.0% |
| 3M | +5.7% | +15.2% | -9.5% | +2.1% |
| 6M | +0.9% | +34.5% | -33.6% | -6.0% |
| YTD | -14.5% | +16.4% | -30.8% | -17.6% |
| 1Y | -12.1% | +13.5% | -25.7% | -14.8% |
| 3Y | +72.2% | +55.4% | +16.7% | +54.4% |
| 5Y | +4.5% | +73.1% | -68.5% | -8.2% |
| 10Y | +3.3% | +383.7% | -380.4% | -28.4% |
| All | -15.0% | +1,753.3% | -1,768.4% | -63.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling