+56.5%
IOT vs GME
-46.0%
+102.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +5.3% | -9.0% | -4.7% |
| 7D | +5.1% | +4.8% | +0.2% | +4.1% |
| 30D | -3.0% | +5.9% | -8.9% | -4.1% |
| 3M | +15.0% | -10.7% | +25.7% | +17.1% |
| 6M | +13.1% | -19.8% | +32.9% | +17.2% |
| YTD | +9.0% | -0.9% | +10.0% | +8.4% |
| 1Y | +0.1% | -15.7% | +15.8% | +2.2% |
| 3Y | +26.4% | +12.3% | +14.1% | -10.5% |
| All | +56.5% | -46.0% | +102.5% | +13.3% |
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