+5,414.5%
GEN vs IRM
+9,964.6%
-4,550.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.3% |
| 3M | +16.1% | -9.7% | +25.7% | +18.5% |
| 6M | +38.9% | +10.0% | +28.9% | +34.3% |
| YTD | +14.4% | +43.0% | -28.6% | +3.2% |
| 1Y | +5.9% | +32.7% | -26.8% | -3.1% |
| 3Y | +58.8% | +102.7% | -43.9% | +28.5% |
| 5Y | +24.7% | +187.6% | -162.9% | -9.2% |
| 10Y | +163.1% | +420.1% | -257.0% | +56.3% |
| All | +5,414.5% | +9,964.6% | -4,550.1% | +1,636.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling