+1,160.9%
IGV vs GME
+1,082.6%
+78.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -2.2% |
| 7D | -4.5% | +7.2% | -11.7% | -5.0% |
| 30D | +3.2% | +0.8% | +2.4% | +3.2% |
| 3M | +4.5% | -14.0% | +18.5% | +5.5% |
| 6M | +22.1% | -19.7% | +41.8% | +23.7% |
| YTD | -1.0% | -4.6% | +3.5% | -1.0% |
| 1Y | -2.1% | -14.3% | +12.2% | -1.4% |
| 3Y | +44.6% | +4.0% | +40.6% | +31.6% |
| 5Y | +22.2% | -62.2% | +84.4% | +14.7% |
| 10Y | +364.7% | +241.4% | +123.4% | +103.6% |
| All | +1,160.9% | +1,082.6% | +78.3% | +247.3% |
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