-7.0%
IBM vs GEN
+2.7%
-9.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | +0.1% |
| 7D | +0.3% | -0.7% | +1.0% | +0.6% |
| 30D | -1.5% | +2.6% | -4.1% | -2.9% |
| 3M | -16.8% | +15.8% | -32.5% | -23.0% |
| 6M | -9.0% | +33.1% | -42.2% | -20.5% |
| YTD | -20.1% | +11.3% | -31.4% | -26.3% |
| 1Y | -7.0% | +1.7% | -8.7% | -18.1% |
| All | -7.0% | +2.7% | -9.7% | -18.1% |
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