-13.3%
IBM vs GEN
+20.2%
-33.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.0% | -2.3% | +0.2% |
| 7D | +0.4% | +26.9% | -26.4% | -9.1% |
| 30D | +14.8% | +38.6% | -23.9% | -0.3% |
| 3M | +8.9% | +9.7% | -0.8% | +4.5% |
| 6M | +12.4% | +58.9% | -46.5% | -10.6% |
| YTD | -12.4% | +15.3% | -27.7% | -19.2% |
| 1Y | -13.3% | +21.8% | -35.1% | -21.1% |
| All | -13.3% | +20.2% | -33.4% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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