-97.1%
IRE vs GAP
+0.3%
-97.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | -4.1% | +43.7% | +39.9% |
| 7D | -27.2% | -3.8% | -23.4% | -26.4% |
| 30D | -75.1% | -9.0% | -66.1% | -74.6% |
| 3M | -77.9% | +5.5% | -83.3% | -78.7% |
| 6M | -94.6% | -11.1% | -83.5% | -94.3% |
| YTD | -91.5% | -13.6% | -78.0% | -91.5% |
| 1Y | -97.8% | -2.9% | -95.0% | -98.4% |
| All | -97.1% | +0.3% | -97.4% | -97.8% |
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