+11.1%
GEN vs IRE
-97.3%
+108.4%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | 0.0% |
| 7D | -0.3% | -15.5% | +15.2% | -0.2% |
| 30D | +28.2% | -70.4% | +98.6% | +27.5% |
| 3M | +2.6% | -81.6% | +84.2% | +2.1% |
| 6M | +32.7% | -94.7% | +127.4% | +33.1% |
| YTD | +11.3% | -91.8% | +103.0% | +11.2% |
| 1Y | +17.9% | -97.6% | +115.5% | +18.4% |
| All | +11.1% | -97.3% | +108.4% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 10y: compounded portfolio wealth divided by compounded IRE 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…
10y analysis · Full analysis span regression · 6 months rolling