+62.5%
GEN vs IAG
+790.4%
-727.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -2.0% |
| 7D | -1.2% | -0.5% | -0.7% | -1.2% |
| 30D | +10.1% | +28.9% | -18.7% | +8.3% |
| 3M | +16.1% | +19.1% | -3.1% | +14.6% |
| 6M | +38.9% | -10.3% | +49.1% | +39.3% |
| YTD | +14.4% | +24.2% | -9.8% | +11.8% |
| 1Y | +5.9% | +116.5% | -110.6% | -1.4% |
| All | +62.5% | +790.4% | -727.9% | +25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling