+1,105.2%
IWF vs GME
+1,495.6%
-390.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.2% |
| 7D | +2.8% | +2.9% | -0.1% | +2.6% |
| 30D | -7.5% | -4.8% | -2.8% | -7.3% |
| 3M | -8.5% | +39.2% | -47.7% | -10.3% |
| 6M | -7.4% | +17.1% | -24.5% | -8.4% |
| YTD | -2.6% | +28.7% | -31.4% | -4.4% |
| 1Y | -1.8% | +23.3% | -25.2% | -3.4% |
| 3Y | +65.5% | +112.9% | -47.5% | +46.4% |
| 5Y | +55.8% | -48.8% | +104.7% | +44.9% |
| 10Y | +384.9% | +478.2% | -93.3% | +123.4% |
| All | +1,105.2% | +1,495.6% | -390.3% | +305.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling