+16.9%
GME vs IAG
+817.0%
-800.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.1% | +3.2% | +5.0% |
| 7D | +4.8% | +1.7% | +3.2% | +4.6% |
| 30D | +5.9% | +11.4% | -5.6% | +3.9% |
| 3M | -10.7% | +33.0% | -43.8% | -15.3% |
| 6M | -19.8% | -6.0% | -13.8% | -20.0% |
| YTD | -0.9% | +24.6% | -25.5% | -7.4% |
| 1Y | -15.7% | +105.0% | -120.7% | -29.6% |
| All | +16.9% | +817.0% | -800.1% | -39.3% |
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