+2,413.6%
IBM vs GEN
+8,838.8%
-6,425.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.2% | +0.4% |
| 7D | -0.3% | -1.2% | +0.9% | -0.1% |
| 30D | +0.3% | +10.1% | -9.9% | -1.4% |
| 3M | -21.6% | +16.1% | -37.7% | -23.7% |
| 6M | -4.7% | +38.9% | -43.5% | -10.0% |
| YTD | -19.1% | +14.4% | -33.5% | -21.1% |
| 1Y | -2.5% | +5.9% | -8.4% | -3.7% |
| 3Y | +74.2% | +58.8% | +15.4% | +59.5% |
| 5Y | +113.1% | +24.7% | +88.5% | +100.2% |
| 10Y | +133.5% | +163.1% | -29.5% | +86.3% |
| All | +2,413.6% | +8,838.8% | -6,425.2% | +848.1% |
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 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