+11.1%
GEN vs IRE
-97.2%
+108.3%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +39.6% | -42.2% | -2.1% |
| 7D | +2.3% | -27.2% | +29.4% | +2.2% |
| 30D | +33.1% | -75.1% | +108.2% | +32.4% |
| 3M | +6.5% | -77.9% | +84.3% | +6.0% |
| 6M | +53.8% | -94.6% | +148.4% | +54.2% |
| YTD | +11.2% | -91.5% | +102.8% | +11.2% |
| 1Y | +19.4% | -97.8% | +117.2% | +19.9% |
| All | +11.1% | -97.2% | +108.3% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling