+138.2%
IBM vs GEN
+32.5%
+105.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.8% | -0.1% |
| 7D | -5.0% | +2.3% | -7.2% | -5.6% |
| 30D | +11.1% | +33.1% | -21.9% | +2.3% |
| 3M | +5.7% | +6.5% | -0.8% | +3.1% |
| 6M | +10.1% | +53.8% | -43.7% | -2.8% |
| YTD | -15.6% | +11.2% | -26.8% | -19.6% |
| 1Y | -19.5% | +19.4% | -38.9% | -24.5% |
| 3Y | +80.4% | +81.0% | -0.6% | +57.1% |
| All | +138.2% | +32.5% | +105.7% | +115.0% |
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