+1,105.3%
GME vs IFF
+332.0%
+773.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.7% |
| 7D | +6.0% | -2.8% | +8.8% | +7.3% |
| 30D | +8.3% | -1.1% | +9.5% | +8.7% |
| 3M | -9.1% | +13.8% | -22.9% | -15.0% |
| 6M | -16.3% | +16.7% | -33.0% | -23.6% |
| YTD | +1.5% | +26.1% | -24.6% | -11.1% |
| 1Y | -16.3% | +33.5% | -49.8% | -29.0% |
| 3Y | +15.1% | +31.6% | -16.5% | -5.3% |
| 5Y | -57.2% | -34.9% | -22.3% | -51.5% |
| 10Y | +274.5% | -20.3% | +294.8% | +247.6% |
| All | +1,105.3% | +332.0% | +773.3% | +248.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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