+699.9%
IYR vs GAP
+31.6%
+668.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -0.4% | +1.7% | -2.1% | -0.7% |
| 30D | -2.5% | +9.3% | -11.9% | -4.6% |
| 3M | +1.5% | +6.1% | -4.6% | -0.3% |
| 6M | +3.9% | -2.3% | +6.1% | +3.1% |
| YTD | +9.5% | -10.6% | +20.1% | +10.1% |
| 1Y | +7.5% | -4.4% | +11.9% | +5.9% |
| 3Y | +30.8% | +118.3% | -87.5% | -0.8% |
| 5Y | +4.8% | +12.2% | -7.4% | -13.2% |
| 10Y | +64.3% | +33.7% | +30.6% | +8.4% |
| All | +699.9% | +31.6% | +668.2% | +309.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling