+13.4%
IJH vs GAP
-7.6%
+21.0%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | +0.4% |
| 7D | -1.9% | -4.1% | +2.2% | -1.3% |
| 30D | -4.6% | +6.2% | -10.9% | -5.7% |
| 3M | -1.2% | -0.7% | -0.5% | -1.3% |
| 6M | +9.4% | -7.1% | +16.5% | +9.6% |
| YTD | +13.3% | -14.1% | +27.4% | +14.8% |
| 1Y | +13.4% | -8.5% | +21.9% | +10.7% |
| All | +13.4% | -7.6% | +21.0% | +10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling