+157.2%
GEN vs IRM
+520.0%
-362.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.5% |
| 7D | +2.0% | +6.8% | -4.7% | +0.6% |
| 30D | +27.7% | +2.6% | +25.1% | +26.8% |
| 3M | +3.3% | -9.5% | +12.7% | +5.0% |
| 6M | +31.8% | -8.5% | +40.3% | +33.3% |
| YTD | +13.5% | +40.3% | -26.8% | +3.9% |
| 1Y | +16.0% | +28.7% | -12.6% | +8.2% |
| 3Y | +70.6% | +111.8% | -41.3% | +40.6% |
| 5Y | +32.1% | +189.1% | -157.0% | +1.7% |
| All | +157.2% | +520.0% | -362.8% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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