+100.8%
IP vs GME
+1,391.9%
-1,291.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.9% | -0.1% | -3.7% |
| 7D | -5.0% | +0.7% | -5.7% | -5.0% |
| 30D | +6.5% | -2.4% | +8.9% | +6.7% |
| 3M | -18.0% | +27.1% | -45.2% | -19.7% |
| 6M | +10.3% | -0.2% | +10.6% | +10.0% |
| YTD | -9.9% | +20.4% | -30.3% | -11.7% |
| 1Y | -1.1% | +9.8% | -10.9% | -2.4% |
| 3Y | +13.0% | +74.3% | -61.3% | -3.6% |
| 5Y | -12.3% | -54.7% | +42.4% | -20.7% |
| 10Y | +26.8% | +482.0% | -455.2% | -60.2% |
| All | +100.8% | +1,391.9% | -1,291.1% | -52.2% |
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