+65.5%
IWF vs GME
+106.8%
-41.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.1% |
| 7D | +2.8% | +2.9% | -0.1% | +2.7% |
| 30D | -7.5% | -4.8% | -2.8% | -7.4% |
| 3M | -8.5% | +39.2% | -47.7% | -9.5% |
| 6M | -7.4% | +17.1% | -24.5% | -8.0% |
| YTD | -2.6% | +28.7% | -31.4% | -3.5% |
| 1Y | -1.8% | +23.3% | -25.2% | -2.6% |
| 3Y | +65.5% | +112.9% | -47.5% | +59.3% |
| All | +65.5% | +106.8% | -41.3% | +59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling