+22.4%
IP vs GME
+484.8%
-462.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | -2.8% | +1.6% | -4.4% | -2.8% |
| 30D | +9.2% | -6.2% | +15.4% | +9.4% |
| 3M | -16.1% | +35.8% | -51.9% | -17.1% |
| 6M | +9.6% | +10.3% | -0.7% | +9.0% |
| YTD | -8.8% | +27.2% | -36.0% | -9.8% |
| 1Y | -5.5% | +19.1% | -24.6% | -6.4% |
| 3Y | +19.6% | +103.7% | -84.1% | +10.9% |
| 5Y | -13.5% | -50.0% | +36.5% | -17.5% |
| 10Y | +22.4% | +471.4% | -449.0% | -29.5% |
| All | +22.4% | +484.8% | -462.4% | -29.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling