+8,067.0%
GEN vs IFF
+848.0%
+7,219.0%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.4% |
| 7D | -0.7% | -0.2% | -0.5% | -0.6% |
| 30D | +2.6% | -0.3% | +3.0% | +2.8% |
| 3M | +15.8% | +18.6% | -2.8% | +8.6% |
| 6M | +33.1% | +17.4% | +15.8% | +23.6% |
| YTD | +11.3% | +28.5% | -17.2% | -0.3% |
| 1Y | +1.7% | +32.5% | -30.9% | -10.2% |
| 3Y | +58.1% | +34.1% | +24.1% | +35.8% |
| 5Y | +20.6% | -35.2% | +55.8% | +30.4% |
| 10Y | +149.0% | -21.1% | +170.1% | +130.2% |
| All | +8,067.0% | +848.0% | +7,219.0% | +2,162.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling