+1,120.2%
IGV vs GME
+1,495.6%
-375.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.3% |
| 7D | +2.3% | +2.9% | -0.6% | +2.1% |
| 30D | -6.0% | -4.8% | -1.2% | -5.7% |
| 3M | -4.8% | +39.2% | -44.0% | -7.0% |
| 6M | +14.2% | +17.1% | -2.8% | +12.8% |
| YTD | -4.2% | +28.7% | -33.0% | -6.2% |
| 1Y | -5.3% | +23.3% | -28.6% | -7.0% |
| 3Y | +38.8% | +112.9% | -74.2% | +20.2% |
| 5Y | +14.2% | -48.8% | +63.0% | +5.1% |
| 10Y | +357.6% | +478.2% | -120.6% | +86.6% |
| All | +1,120.2% | +1,495.6% | -375.4% | +229.0% |
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