+916.7%
IJH vs GME
+1,158.5%
-241.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.5% | -1.1% |
| 7D | -2.5% | +6.0% | -8.5% | -2.9% |
| 30D | -5.0% | +8.3% | -13.4% | -5.6% |
| 3M | +0.5% | -9.1% | +9.6% | +1.1% |
| 6M | +8.2% | -16.3% | +24.6% | +9.3% |
| YTD | +12.4% | +1.5% | +10.9% | +12.0% |
| 1Y | +14.4% | -16.3% | +30.7% | +15.3% |
| 3Y | +49.5% | +15.1% | +34.4% | +34.9% |
| 5Y | +47.8% | -57.2% | +105.0% | +36.9% |
| 10Y | +180.4% | +274.5% | -94.1% | +16.8% |
| All | +916.7% | +1,158.5% | -241.8% | +198.6% |
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