+16.9%
GME vs IBN
+25.8%
-9.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.7% | +7.0% | +6.1% |
| 7D | +4.8% | -5.1% | +10.0% | +7.3% |
| 30D | +5.9% | -3.5% | +9.4% | +7.5% |
| 3M | -10.7% | +11.3% | -22.0% | -15.4% |
| 6M | -19.8% | +4.4% | -24.2% | -21.8% |
| YTD | -0.9% | -1.8% | +0.9% | -0.7% |
| 1Y | -15.7% | -8.0% | -7.7% | -13.1% |
| All | +16.9% | +25.8% | -9.0% | -8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling