+153.2%
GEN vs IAG
+401.0%
-247.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.3% |
| 7D | -2.9% | +1.7% | -4.6% | -3.0% |
| 30D | +2.1% | +11.4% | -9.4% | +1.5% |
| 3M | +19.7% | +33.0% | -13.3% | +17.8% |
| 6M | +33.3% | -6.0% | +39.3% | +33.1% |
| YTD | +11.1% | +24.6% | -13.4% | +9.2% |
| 1Y | +3.0% | +105.0% | -102.0% | -1.6% |
| 3Y | +57.9% | +837.9% | -780.0% | +37.9% |
| 5Y | +20.6% | +817.0% | -796.4% | +3.4% |
| 10Y | +153.2% | +425.3% | -272.1% | +120.4% |
| All | +153.2% | +401.0% | -247.7% | +120.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling