+131.6%
IBM vs GEN
+150.2%
-18.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -0.6% |
| 7D | +0.3% | -0.7% | +1.0% | +0.4% |
| 30D | -1.5% | +2.6% | -4.1% | -2.1% |
| 3M | -16.8% | +15.8% | -32.5% | -19.7% |
| 6M | -9.0% | +33.1% | -42.2% | -15.0% |
| YTD | -20.1% | +11.3% | -31.4% | -22.5% |
| 1Y | -7.0% | +1.7% | -8.7% | -8.3% |
| 3Y | +72.4% | +58.1% | +14.2% | +55.1% |
| 5Y | +112.0% | +20.6% | +91.4% | +96.6% |
| 10Y | +131.6% | +149.0% | -17.4% | +72.7% |
| All | +131.6% | +150.2% | -18.6% | +72.7% |
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