+7.2%
GEHC vs IEF
+4.8%
+2.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -7.2% | -1.3% | -5.8% | -6.5% |
| 30D | -11.6% | -1.7% | -9.8% | -10.8% |
| 3M | -0.8% | -2.5% | +1.7% | +0.4% |
| 6M | -11.9% | -3.3% | -8.7% | -10.5% |
| YTD | -21.9% | -2.8% | -19.1% | -20.8% |
| 1Y | -17.8% | -2.7% | -15.1% | -16.6% |
| 3Y | -3.5% | +8.9% | -12.4% | -5.2% |
| All | +7.2% | +4.8% | +2.4% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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