+632.0%
GEN vs IAG
+331.8%
+300.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.7% | +7.4% | +1.1% |
| 7D | +1.0% | +16.8% | -15.8% | 0.0% |
| 30D | +29.1% | -1.5% | +30.6% | +29.0% |
| 3M | +2.9% | +0.5% | +2.4% | +2.6% |
| 6M | +33.6% | -1.0% | +34.6% | +32.9% |
| YTD | +12.0% | +12.3% | -0.3% | +10.1% |
| 1Y | +16.2% | +39.2% | -23.1% | +12.5% |
| 3Y | +65.1% | +712.3% | -647.2% | +41.2% |
| 5Y | +33.3% | +484.2% | -450.9% | +13.6% |
| 10Y | +149.7% | +382.3% | -232.6% | +106.4% |
| All | +632.0% | +331.8% | +300.2% | +427.2% |
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