-43.1%
IT vs GEN
+32.5%
-75.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.6% | -1.4% | -2.9% |
| 7D | -16.9% | +2.3% | -19.2% | -17.6% |
| 30D | +2.3% | +33.1% | -30.7% | -9.6% |
| 3M | +2.9% | +6.5% | -3.6% | -0.5% |
| 6M | +25.9% | +53.8% | -27.9% | +4.8% |
| YTD | -24.6% | +11.2% | -35.9% | -28.7% |
| 1Y | -16.0% | +19.4% | -35.4% | -22.5% |
| 3Y | -51.6% | +81.0% | -132.6% | -61.2% |
| All | -43.1% | +32.5% | -75.5% | -52.6% |
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