+24.2%
IJR vs GME
+15.0%
+9.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.6% | -2.3% | +1.1% |
| 7D | +2.3% | +7.8% | -5.5% | +1.7% |
| 30D | +2.8% | -0.4% | +3.2% | +2.8% |
| 3M | -4.6% | +30.9% | -35.5% | -6.6% |
| 6M | +5.7% | +5.5% | +0.2% | +5.7% |
| YTD | +19.9% | +25.2% | -5.3% | +16.4% |
| 1Y | +24.2% | +14.4% | +9.8% | +20.4% |
| All | +24.2% | +15.0% | +9.2% | +20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling