+915.8%
IJR vs GME
+1,127.7%
-211.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.3% | -6.4% | -1.5% |
| 7D | -1.1% | +4.8% | -6.0% | -1.5% |
| 30D | -3.6% | +5.9% | -9.5% | -4.1% |
| 3M | +2.3% | -10.7% | +13.0% | +3.1% |
| 6M | +14.3% | -19.8% | +34.1% | +16.0% |
| YTD | +19.3% | -0.9% | +20.2% | +18.9% |
| 1Y | +22.6% | -15.7% | +38.3% | +23.6% |
| 3Y | +53.5% | +12.3% | +41.2% | +36.5% |
| 5Y | +39.9% | -60.1% | +100.0% | +28.7% |
| 10Y | +172.1% | +265.3% | -93.3% | +5.8% |
| All | +915.8% | +1,127.7% | -211.9% | +175.1% |
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