+1,032.6%
GME vs IBB
+722.4%
+310.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +0.2% |
| 7D | +7.2% | +1.4% | +5.8% | +6.3% |
| 30D | +0.8% | +10.5% | -9.7% | -5.6% |
| 3M | -14.0% | +23.6% | -37.6% | -25.0% |
| 6M | -19.7% | +22.6% | -42.4% | -30.0% |
| YTD | -4.6% | +25.7% | -30.3% | -18.1% |
| 1Y | -14.3% | +51.4% | -65.7% | -34.7% |
| 3Y | +4.0% | +64.4% | -60.4% | -24.5% |
| 5Y | -62.2% | +22.1% | -84.3% | -66.4% |
| 10Y | +241.4% | +132.5% | +108.9% | +105.3% |
| All | +1,032.6% | +722.4% | +310.2% | +157.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling