+276.4%
GME vs IBN
+316.4%
-40.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.7% |
| 7D | +6.0% | -5.5% | +11.5% | +7.8% |
| 30D | +8.3% | -3.4% | +11.8% | +9.4% |
| 3M | -9.1% | +8.7% | -17.7% | -11.5% |
| 6M | -16.3% | +3.7% | -20.0% | -17.6% |
| YTD | +1.5% | -2.4% | +3.9% | +1.8% |
| 1Y | -16.3% | -8.1% | -8.2% | -14.8% |
| 3Y | +15.1% | +26.3% | -11.2% | +6.1% |
| 5Y | -57.2% | +54.9% | -112.1% | -62.6% |
| All | +276.4% | +316.4% | -40.0% | +166.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 10y: compounded portfolio wealth divided by compounded IBN 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…
10y analysis · Full analysis span regression · 6 months rolling