+325.3%
IR vs GEN
+96.0%
+229.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.6% | +4.0% | +2.0% |
| 7D | +3.7% | +2.3% | +1.4% | +3.1% |
| 30D | +7.4% | +33.1% | -25.6% | +0.5% |
| 3M | -5.9% | +6.5% | -12.4% | -8.0% |
| 6M | +5.6% | +53.8% | -48.2% | -6.1% |
| YTD | +4.8% | +11.2% | -6.4% | +0.5% |
| 1Y | +6.9% | +19.4% | -12.4% | +0.7% |
| 3Y | +27.6% | +81.0% | -53.5% | +8.6% |
| 5Y | +45.8% | +33.4% | +12.4% | +30.5% |
| All | +325.3% | +96.0% | +229.2% | +226.8% |
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