+517.3%
IRM vs GAP
+1.5%
+515.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | +6.8% | -1.9% | +8.7% | +7.1% |
| 30D | +2.6% | -7.1% | +9.7% | +3.8% |
| 3M | -9.5% | +4.1% | -13.6% | -10.4% |
| 6M | -8.5% | +1.9% | -10.4% | -9.7% |
| YTD | +40.3% | -15.2% | +55.5% | +42.0% |
| 1Y | +28.7% | -10.6% | +39.3% | +28.9% |
| 3Y | +111.8% | +74.6% | +37.2% | +77.8% |
| 5Y | +189.1% | +3.7% | +185.4% | +153.3% |
| All | +517.3% | +1.5% | +515.7% | +329.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling