+144.3%
IEMG vs GME
+399.7%
-255.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.3% | -5.8% | -0.7% |
| 7D | +1.6% | +4.8% | -3.2% | +1.5% |
| 30D | +4.6% | +5.9% | -1.2% | +4.5% |
| 3M | +4.8% | -10.7% | +15.6% | +5.1% |
| 6M | +16.8% | -19.8% | +36.6% | +17.4% |
| YTD | +24.8% | -0.9% | +25.8% | +24.7% |
| 1Y | +34.3% | -15.7% | +50.0% | +34.7% |
| 3Y | +87.0% | +12.3% | +74.6% | +80.7% |
| 5Y | +49.9% | -60.1% | +110.0% | +46.0% |
| 10Y | +144.8% | +265.3% | -120.5% | +74.0% |
| All | +144.3% | +399.7% | -255.4% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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