-50.5%
GME vs IBB
+41.1%
-91.5%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.9% | -1.1% |
| 7D | +5.8% | +2.7% | +3.1% | +2.7% |
| 30D | -3.7% | +6.3% | -10.0% | -10.1% |
| 3M | +33.6% | +11.1% | +22.5% | +17.6% |
| 6M | +5.4% | +29.2% | -23.8% | -22.8% |
| YTD | +27.4% | +30.2% | -2.8% | -8.8% |
| 1Y | +19.0% | +39.5% | -20.5% | -22.3% |
| 3Y | +101.5% | +92.3% | +9.2% | -19.9% |
| 5Y | -50.5% | +43.0% | -93.4% | -67.7% |
| All | -50.5% | +41.1% | -91.5% | -67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling