+9,922.0%
IRM vs GAP
+476.5%
+9,445.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.1% |
| 7D | +8.6% | -5.2% | +13.8% | +9.5% |
| 30D | 0.0% | -6.9% | +6.9% | +1.1% |
| 3M | -7.1% | +5.7% | -12.9% | -8.4% |
| 6M | -7.9% | +0.9% | -8.8% | -8.9% |
| YTD | +41.3% | -14.5% | +55.8% | +42.8% |
| 1Y | +20.7% | -12.1% | +32.9% | +21.3% |
| 3Y | +112.2% | +72.2% | +40.0% | +80.7% |
| 5Y | +191.2% | +4.5% | +186.7% | +157.4% |
| 10Y | +524.3% | +3.3% | +521.0% | +389.3% |
| All | +9,922.0% | +476.5% | +9,445.5% | +5,340.1% |
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