+90.9%
IT vs GEN
+156.5%
-65.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.1% | +0.1% | +1.5% |
| 7D | -6.8% | -0.8% | -6.0% | -6.6% |
| 30D | -0.6% | +31.2% | -31.8% | -8.9% |
| 3M | +3.1% | +6.1% | -3.0% | +0.6% |
| 6M | +25.5% | +38.1% | -12.6% | +13.3% |
| YTD | -23.5% | +14.4% | -37.9% | -27.1% |
| 1Y | -16.6% | +15.1% | -31.8% | -20.7% |
| 3Y | -53.1% | +68.5% | -121.6% | -59.8% |
| 5Y | -41.4% | +35.8% | -77.2% | -48.0% |
| 10Y | +90.9% | +155.4% | -64.4% | +42.2% |
| All | +90.9% | +156.5% | -65.6% | +42.2% |
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