+5,299.4%
GEN vs IRM
+9,515.1%
-4,215.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +1.0% | -5.1% | +6.1% | +2.1% |
| 30D | +29.1% | -3.3% | +32.3% | +29.8% |
| 3M | +2.9% | -8.2% | +11.1% | +4.7% |
| 6M | +33.6% | -12.8% | +46.4% | +37.1% |
| YTD | +12.0% | +36.6% | -24.6% | +1.9% |
| 1Y | +16.2% | +11.9% | +4.3% | +11.0% |
| 3Y | +65.1% | +105.1% | -40.1% | +32.8% |
| 5Y | +33.3% | +182.4% | -149.1% | -2.6% |
| 10Y | +149.7% | +505.1% | -355.5% | +42.3% |
| All | +5,299.4% | +9,515.1% | -4,215.7% | +1,614.9% |
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 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