+149.9%
IBM vs GEN
+166.9%
-17.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.4% |
| 7D | -2.5% | -0.3% | -2.2% | -2.5% |
| 30D | +8.4% | +28.2% | -19.8% | +2.0% |
| 3M | +4.5% | +2.6% | +1.9% | +3.2% |
| 6M | +7.9% | +32.7% | -24.8% | +0.6% |
| YTD | -15.2% | +11.3% | -26.5% | -18.3% |
| 1Y | -17.6% | +17.9% | -35.5% | -21.5% |
| 3Y | +82.1% | +66.3% | +15.7% | +61.6% |
| 5Y | +143.3% | +31.7% | +111.7% | +120.9% |
| 10Y | +149.9% | +150.0% | -0.1% | +83.9% |
| All | +149.9% | +166.9% | -17.0% | +83.9% |
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