+27.4%
IVZ vs GME
-52.7%
+80.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -3.9% | -0.3% |
| 7D | -2.4% | +3.7% | -6.1% | -2.7% |
| 30D | -11.2% | +2.2% | -13.4% | -11.4% |
| 3M | -14.0% | +30.6% | -44.6% | -16.0% |
| 6M | +0.5% | -0.2% | +0.7% | +0.1% |
| YTD | +5.4% | +25.1% | -19.7% | +2.9% |
| 1Y | +19.5% | +17.7% | +1.8% | +17.1% |
| 3Y | +128.7% | +85.7% | +43.0% | +84.9% |
| All | +27.4% | -52.7% | +80.1% | +14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling