+104.4%
IRM vs GAP
+113.8%
-9.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.6% |
| 7D | +1.6% | +1.7% | -0.1% | +1.4% |
| 30D | -4.2% | +9.3% | -13.5% | -5.3% |
| 3M | -5.4% | +6.1% | -11.5% | -6.2% |
| 6M | +12.0% | -2.3% | +14.3% | +11.6% |
| YTD | +42.0% | -10.6% | +52.6% | +42.6% |
| 1Y | +29.9% | -4.4% | +34.3% | +29.0% |
| 3Y | +104.4% | +118.3% | -14.0% | +84.3% |
| All | +104.4% | +113.8% | -9.4% | +84.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling