+41.0%
GEHC vs IBB
+63.3%
-22.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.8% | -0.8% | 0.0% |
| 7D | +5.6% | +2.7% | +2.9% | +3.6% |
| 30D | +27.9% | +6.3% | +21.6% | +22.0% |
| 3M | +17.1% | +11.1% | +6.1% | +7.8% |
| 6M | +32.5% | +29.2% | +3.3% | +7.9% |
| YTD | +2.7% | +30.2% | -27.6% | -17.1% |
| 1Y | +15.3% | +39.5% | -24.2% | -12.0% |
| 3Y | +23.7% | +92.3% | -68.7% | -27.9% |
| All | +41.0% | +63.3% | -22.4% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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