+31.7%
GEN vs IBN
+70.2%
-38.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.6% | -0.4% |
| 7D | -0.3% | +14.6% | -14.9% | -4.1% |
| 30D | +28.2% | +23.5% | +4.7% | +20.9% |
| 3M | +2.6% | +14.0% | -11.4% | -1.2% |
| 6M | +32.7% | +31.1% | +1.5% | +23.2% |
| YTD | +11.3% | +16.6% | -5.3% | +6.3% |
| 1Y | +17.9% | +14.9% | +3.0% | +13.2% |
| 3Y | +66.3% | +56.9% | +9.4% | +43.7% |
| 5Y | +31.7% | +69.7% | -38.0% | +10.8% |
| All | +31.7% | +70.2% | -38.6% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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