-16.3%
GME vs IAG
+94.1%
-110.4%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.2% | +4.7% | +2.6% |
| 7D | +6.0% | -4.1% | +10.1% | +6.3% |
| 30D | +8.3% | +10.6% | -2.3% | +7.7% |
| 3M | -9.1% | +35.4% | -44.4% | -10.9% |
| 6M | -16.3% | -9.5% | -6.8% | -16.3% |
| YTD | +1.5% | +21.8% | -20.3% | -1.6% |
| 1Y | -16.3% | +84.1% | -100.5% | -29.7% |
| All | -16.3% | +94.1% | -110.4% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling