+155.4%
GEN vs IAG
+370.6%
-215.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.4% | +4.5% | +2.2% |
| 7D | -0.8% | +3.4% | -4.2% | -1.0% |
| 30D | +31.2% | -2.7% | +33.9% | +31.2% |
| 3M | +6.1% | -0.5% | +6.6% | +5.9% |
| 6M | +38.1% | -4.8% | +43.0% | +37.8% |
| YTD | +14.4% | +9.6% | +4.8% | +12.8% |
| 1Y | +15.1% | +32.2% | -17.0% | +12.4% |
| 3Y | +68.5% | +692.5% | -624.0% | +47.5% |
| 5Y | +35.8% | +447.6% | -411.7% | +17.5% |
| 10Y | +155.4% | +403.3% | -247.9% | +122.8% |
| All | +155.4% | +370.6% | -215.2% | +122.8% |
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