+423.6%
IRM vs GAP
+27.6%
+396.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.7% |
| 7D | -1.8% | -6.3% | +4.5% | -0.8% |
| 30D | -7.8% | -0.2% | -7.5% | -8.0% |
| 3M | -7.9% | 0.0% | -7.9% | -8.3% |
| 6M | +6.3% | -8.1% | +14.4% | +6.7% |
| YTD | +38.2% | -16.5% | +54.6% | +40.3% |
| 1Y | +19.8% | -10.5% | +30.3% | +19.8% |
| 3Y | +98.8% | +104.0% | -5.2% | +62.2% |
| 5Y | +191.8% | +6.8% | +185.0% | +154.4% |
| All | +423.6% | +27.6% | +396.0% | +267.9% |
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