+150.1%
IBM vs GEN
+33.3%
+116.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.3% |
| 7D | +1.6% | +2.0% | -0.5% | +1.0% |
| 30D | +9.2% | +27.7% | -18.5% | +1.7% |
| 3M | +4.9% | +3.3% | +1.7% | +3.3% |
| 6M | +16.8% | +31.8% | -15.0% | +7.5% |
| YTD | -14.3% | +13.5% | -27.8% | -18.8% |
| 1Y | -16.7% | +16.0% | -32.8% | -21.5% |
| 3Y | +82.2% | +70.6% | +11.7% | +59.9% |
| All | +150.1% | +33.3% | +116.8% | +123.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling