+20.9%
GNRC vs IBN
+4.2%
+16.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +3.8% | -13.3% | -10.1% |
| 7D | -6.0% | +8.9% | -14.9% | -7.7% |
| 30D | -12.0% | +12.6% | -24.7% | -14.8% |
| 3M | -13.4% | +3.1% | -16.5% | -13.8% |
| 6M | -26.4% | +20.6% | -46.9% | -30.7% |
| YTD | +38.8% | +5.8% | +33.1% | +31.5% |
| 1Y | +20.9% | +3.7% | +17.2% | +15.2% |
| All | +20.9% | +4.2% | +16.7% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 1y: compounded portfolio wealth divided by compounded IBN 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…
1y analysis · Full analysis span regression · 6 months rolling