+143.6%
IBM vs GEN
+156.5%
-12.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.6% | +1.0% |
| 7D | -1.7% | -0.8% | -0.9% | -1.5% |
| 30D | +10.1% | +31.2% | -21.1% | +3.1% |
| 3M | +4.8% | +6.1% | -1.2% | +2.8% |
| 6M | +12.6% | +38.1% | -25.5% | +4.0% |
| YTD | -13.9% | +14.4% | -28.3% | -17.5% |
| 1Y | -18.7% | +15.1% | -33.8% | -22.3% |
| 3Y | +81.9% | +68.5% | +13.4% | +60.9% |
| 5Y | +148.3% | +35.8% | +112.5% | +123.9% |
| 10Y | +143.6% | +155.4% | -11.7% | +79.2% |
| All | +143.6% | +156.5% | -12.9% | +79.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling