+25.4%
GEN vs IRM
+189.3%
-163.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.8% | -2.6% |
| 7D | -1.2% | -0.5% | -0.7% | -1.1% |
| 30D | +10.1% | -8.1% | +18.2% | +12.2% |
| 3M | +16.1% | -9.7% | +25.7% | +18.4% |
| 6M | +38.9% | +10.0% | +28.9% | +33.9% |
| YTD | +14.4% | +43.0% | -28.6% | +2.4% |
| 1Y | +5.9% | +32.7% | -26.8% | -3.9% |
| 3Y | +58.8% | +102.7% | -43.9% | +24.1% |
| All | +25.4% | +189.3% | -163.9% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling