+25.4%
GEN vs IAG
+764.1%
-738.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.2% |
| 3M | +16.1% | +19.1% | -3.1% | +14.4% |
| 6M | +38.9% | -10.3% | +49.1% | +39.1% |
| YTD | +14.4% | +24.2% | -9.8% | +11.7% |
| 1Y | +5.9% | +116.5% | -110.6% | -1.3% |
| 3Y | +58.8% | +742.8% | -684.0% | +29.7% |
| All | +25.4% | +764.1% | -738.7% | -1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling