+115.5%
IBM vs GEN
+24.6%
+90.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.2% | +0.7% |
| 7D | -0.3% | -1.2% | +0.9% | 0.0% |
| 30D | +0.3% | +10.1% | -9.9% | -2.5% |
| 3M | -21.6% | +16.1% | -37.7% | -25.0% |
| 6M | -4.7% | +38.9% | -43.5% | -13.2% |
| YTD | -19.1% | +14.4% | -33.5% | -23.0% |
| 1Y | -2.5% | +5.9% | -8.4% | -5.8% |
| 3Y | +74.2% | +58.8% | +15.4% | +55.1% |
| All | +115.5% | +24.6% | +90.9% | +96.9% |
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 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