+153.2%
GEN vs IRM
+418.7%
-265.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.6% | 0.0% |
| 7D | -2.9% | +3.0% | -5.9% | -3.5% |
| 30D | +2.1% | -5.2% | +7.3% | +3.1% |
| 3M | +19.7% | -8.0% | +27.7% | +21.3% |
| 6M | +33.3% | +9.2% | +24.1% | +29.7% |
| YTD | +11.1% | +41.0% | -29.9% | +2.0% |
| 1Y | +3.0% | +23.3% | -20.3% | -3.0% |
| 3Y | +57.9% | +102.8% | -45.0% | +32.0% |
| 5Y | +20.6% | +192.8% | -172.2% | -6.7% |
| 10Y | +153.2% | +439.6% | -286.4% | +70.9% |
| All | +153.2% | +418.7% | -265.5% | +70.9% |
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