+1,135.5%
IJR vs GAP
+14.3%
+1,121.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.6% | +3.5% | +0.1% |
| 7D | -1.1% | -3.2% | +2.1% | -0.3% |
| 30D | -3.6% | -0.7% | -2.9% | -3.9% |
| 3M | +2.3% | -0.5% | +2.8% | +1.7% |
| 6M | +14.3% | -5.0% | +19.3% | +14.1% |
| YTD | +19.3% | -14.7% | +34.0% | +21.7% |
| 1Y | +22.6% | -8.6% | +31.2% | +22.3% |
| 3Y | +53.5% | +108.4% | -54.8% | +12.7% |
| 5Y | +39.9% | +5.8% | +34.2% | +15.5% |
| 10Y | +172.1% | +29.6% | +142.4% | +79.7% |
| All | +1,135.5% | +14.3% | +1,121.1% | +527.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling