+26.2%
IVZ vs GME
+18.1%
+8.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.9% | +4.9% | +6.6% |
| 7D | +4.1% | +5.8% | -1.7% | +3.9% |
| 30D | -2.0% | -3.7% | +1.6% | -2.0% |
| 3M | -7.8% | +33.6% | -41.4% | -8.9% |
| 6M | +6.3% | +5.4% | +0.9% | +7.4% |
| YTD | +12.6% | +27.4% | -14.9% | +9.3% |
| All | +26.2% | +18.1% | +8.1% | +22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling