+75.0%
IWF vs GME
+14.2%
+60.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -1.0% |
| 7D | -1.7% | +6.0% | -7.7% | -1.9% |
| 30D | -1.8% | +8.3% | -10.2% | -2.1% |
| 3M | +1.5% | -9.1% | +10.5% | +1.7% |
| 6M | +7.7% | -16.3% | +24.0% | +8.2% |
| YTD | +2.7% | +1.5% | +1.2% | +2.6% |
| 1Y | +6.8% | -16.3% | +23.1% | +7.2% |
| All | +75.0% | +14.2% | +60.7% | +72.2% |
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 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