+12.0%
GEHC vs IBB
+54.2%
-42.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.2% | -0.9% | -1.4% |
| 7D | -5.2% | -1.7% | -3.5% | -4.0% |
| 30D | -7.0% | +4.9% | -11.8% | -10.5% |
| 3M | +3.3% | +24.2% | -20.9% | -13.1% |
| 6M | -10.0% | +23.8% | -33.8% | -24.2% |
| YTD | -18.5% | +23.0% | -41.4% | -31.2% |
| 1Y | -14.4% | +46.2% | -60.6% | -37.2% |
| 3Y | +3.4% | +64.8% | -61.4% | -32.8% |
| All | +12.0% | +54.2% | -42.3% | -24.1% |
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