+1,489.6%
GME vs IAG
+368.9%
+1,120.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -1.3% |
| 7D | +0.4% | +4.3% | -3.8% | +0.1% |
| 30D | -1.4% | +9.8% | -11.2% | -2.1% |
| 3M | -15.1% | +28.9% | -44.0% | -16.9% |
| 6M | -22.5% | -7.6% | -14.9% | -22.6% |
| YTD | -5.9% | +22.0% | -27.9% | -8.2% |
| 1Y | -18.6% | +99.5% | -118.2% | -23.5% |
| 3Y | +6.7% | +818.3% | -811.6% | -10.4% |
| 5Y | -62.0% | +785.9% | -847.9% | -68.6% |
| 10Y | +239.5% | +381.1% | -141.6% | +175.3% |
| All | +1,489.6% | +368.9% | +1,120.7% | +1,061.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling