-18.6%
GME vs IBB
+45.6%
-64.3%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.7% |
| 7D | +0.4% | -1.7% | +2.1% | +1.0% |
| 30D | -1.4% | +4.9% | -6.3% | -3.2% |
| 3M | -15.1% | +24.2% | -39.4% | -22.1% |
| 6M | -22.5% | +23.8% | -46.3% | -29.1% |
| YTD | -5.9% | +23.0% | -28.9% | -13.6% |
| 1Y | -18.6% | +46.2% | -64.8% | -31.1% |
| All | -18.6% | +45.6% | -64.3% | -31.1% |
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