+111.0%
GME vs IAG
+655.1%
-544.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.1% | +5.4% | +1.0% |
| 7D | +6.0% | -2.1% | +8.1% | +6.2% |
| 30D | -5.9% | -6.2% | +0.3% | -5.3% |
| 3M | +38.2% | -5.1% | +43.3% | +38.4% |
| 6M | +14.5% | -10.0% | +24.5% | +14.9% |
| YTD | +27.6% | +3.9% | +23.6% | +22.0% |
| 1Y | +19.9% | +18.9% | +1.1% | +11.2% |
| All | +111.0% | +655.1% | -544.0% | +4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling