+2,521.8%
IBM vs GEN
+8,588.0%
-6,066.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.8% | -0.4% |
| 7D | -5.0% | +2.3% | -7.2% | -5.3% |
| 30D | +11.1% | +33.1% | -21.9% | +5.6% |
| 3M | +5.7% | +6.5% | -0.8% | +4.1% |
| 6M | +10.1% | +53.8% | -43.7% | +1.7% |
| YTD | -15.6% | +11.2% | -26.8% | -17.6% |
| 1Y | -19.5% | +19.4% | -38.9% | -22.4% |
| 3Y | +80.4% | +81.0% | -0.6% | +61.2% |
| 5Y | +140.0% | +33.4% | +106.5% | +122.1% |
| 10Y | +155.0% | +164.3% | -9.3% | +102.6% |
| All | +2,521.8% | +8,588.0% | -6,066.2% | +889.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling