+49.0%
IVZ vs GME
+497.1%
-448.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -3.9% | -0.2% |
| 7D | -2.4% | +3.7% | -6.1% | -2.6% |
| 30D | -11.2% | +2.2% | -13.4% | -11.3% |
| 3M | -14.0% | +30.6% | -44.6% | -15.4% |
| 6M | +0.5% | -0.2% | +0.7% | +0.2% |
| YTD | +5.4% | +25.1% | -19.7% | +3.7% |
| 1Y | +19.5% | +17.7% | +1.8% | +17.9% |
| 3Y | +128.7% | +85.7% | +43.0% | +105.2% |
| 5Y | +28.8% | -52.9% | +81.6% | +20.5% |
| All | +49.0% | +497.1% | -448.2% | -34.9% |
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