-14.3%
GME vs IBB
+51.5%
-65.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | +7.2% | +1.4% | +5.8% | +6.7% |
| 30D | +0.8% | +10.5% | -9.7% | -2.9% |
| 3M | -14.0% | +23.6% | -37.6% | -20.7% |
| 6M | -19.7% | +22.6% | -42.4% | -26.1% |
| YTD | -4.6% | +25.7% | -30.3% | -12.9% |
| 1Y | -14.3% | +51.4% | -65.7% | -27.8% |
| All | -14.3% | +51.5% | -65.8% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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