-16.5%
IT vs GEN
+14.8%
-31.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | -0.7% |
| 7D | +1.1% | +2.0% | -1.0% | -0.2% |
| 30D | -1.8% | +27.7% | -29.6% | -15.8% |
| 3M | +4.8% | +3.3% | +1.6% | +4.2% |
| 6M | +33.0% | +31.8% | +1.2% | +11.0% |
| YTD | -23.8% | +13.5% | -37.3% | -20.9% |
| 1Y | -16.5% | +16.0% | -32.6% | -15.3% |
| All | -16.5% | +14.8% | -31.4% | -15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling