+64.6%
GEN vs IFF
+29.7%
+34.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -4.3% | -2.8% | -1.6% | -3.8% |
| 30D | +3.8% | -1.1% | +4.9% | +4.0% |
| 3M | +22.3% | +13.8% | +8.4% | +18.9% |
| 6M | +39.0% | +16.7% | +22.3% | +33.4% |
| YTD | +11.9% | +26.1% | -14.2% | +4.8% |
| 1Y | +4.5% | +33.5% | -29.0% | -3.9% |
| All | +64.6% | +29.7% | +34.9% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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