+90.0%
IT vs GEN
+157.3%
-67.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.3% |
| 7D | -12.7% | -4.4% | -8.4% | -11.4% |
| 30D | -8.9% | +3.7% | -12.6% | -9.9% |
| 3M | +10.1% | +22.2% | -12.1% | +3.7% |
| 6M | +7.3% | +38.9% | -31.7% | -2.9% |
| YTD | -32.4% | +11.9% | -44.2% | -34.7% |
| 1Y | -26.6% | +4.5% | -31.1% | -27.9% |
| 3Y | -51.8% | +59.0% | -110.8% | -57.8% |
| 5Y | -45.6% | +22.0% | -67.6% | -50.1% |
| All | +90.0% | +157.3% | -67.3% | +40.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling