+647.6%
GEN vs IAG
+377.5%
+270.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.4% |
| 3M | +16.1% | +19.1% | -3.1% | +14.6% |
| 6M | +38.9% | -10.3% | +49.1% | +38.9% |
| YTD | +14.4% | +24.2% | -9.8% | +12.0% |
| 1Y | +5.9% | +116.5% | -110.6% | -0.1% |
| 3Y | +58.8% | +742.8% | -684.0% | +35.6% |
| 5Y | +24.7% | +753.3% | -728.7% | +4.1% |
| 10Y | +163.1% | +403.2% | -240.1% | +116.6% |
| All | +647.6% | +377.5% | +270.2% | +436.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling