+81.0%
GEN vs IRM
+90.1%
-9.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -2.9% |
| 7D | +2.3% | -8.6% | +10.9% | +4.1% |
| 30D | +33.1% | -8.0% | +41.0% | +35.2% |
| 3M | +6.5% | -12.0% | +18.5% | +9.0% |
| 6M | +53.8% | -18.2% | +71.9% | +59.5% |
| YTD | +11.2% | +31.4% | -20.1% | +1.0% |
| 1Y | +19.4% | +9.2% | +10.2% | +13.6% |
| 3Y | +81.0% | +94.6% | -13.5% | +38.5% |
| All | +81.0% | +90.1% | -9.0% | +38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling