+157.2%
GEN vs IAG
+389.3%
-232.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +2.3% |
| 7D | +2.0% | -7.7% | +9.7% | +2.4% |
| 30D | +27.7% | +1.6% | +26.1% | +27.4% |
| 3M | +3.3% | -2.4% | +5.7% | +3.2% |
| 6M | +31.8% | -7.8% | +39.6% | +31.7% |
| YTD | +13.5% | +5.0% | +8.5% | +12.2% |
| 1Y | +16.0% | +25.7% | -9.6% | +13.5% |
| 3Y | +70.6% | +694.5% | -623.9% | +49.2% |
| 5Y | +32.1% | +421.7% | -389.6% | +14.5% |
| All | +157.2% | +389.3% | -232.0% | +124.3% |
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