+139.9%
IBM vs GEN
+151.0%
-11.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | -2.2% | +1.0% | -3.2% | -2.4% |
| 30D | +7.7% | +29.1% | -21.4% | +1.2% |
| 3M | +3.5% | +2.9% | +0.6% | +2.1% |
| 6M | +7.2% | +33.6% | -26.4% | -0.2% |
| YTD | -15.8% | +12.0% | -27.8% | -18.9% |
| 1Y | -19.3% | +16.2% | -35.4% | -22.9% |
| 3Y | +78.0% | +65.1% | +12.9% | +58.2% |
| 5Y | +143.0% | +33.3% | +109.7% | +120.1% |
| 10Y | +139.9% | +149.7% | -9.7% | +77.5% |
| All | +139.9% | +151.0% | -11.0% | +77.5% |
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