-44.8%
IT vs GEN
+22.3%
-67.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.7% | -4.7% | -6.2% |
| 7D | -9.1% | -0.7% | -8.4% | -8.7% |
| 30D | -7.0% | +2.6% | -9.7% | -8.0% |
| 3M | +7.6% | +15.8% | -8.1% | +1.3% |
| 6M | +2.1% | +33.1% | -31.0% | -9.3% |
| YTD | -31.6% | +11.3% | -42.9% | -34.8% |
| 1Y | -29.9% | +1.7% | -31.6% | -31.3% |
| 3Y | -51.3% | +58.1% | -109.4% | -58.9% |
| 5Y | -44.8% | +20.6% | -65.4% | -51.3% |
| All | -44.8% | +22.3% | -67.1% | -51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling