-3.5%
GEHC vs IFF
+29.0%
-32.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | -7.2% | -3.2% | -4.0% | -5.9% |
| 30D | -11.6% | -0.3% | -11.3% | -11.5% |
| 3M | -0.8% | +8.4% | -9.3% | -4.7% |
| 6M | -11.9% | +23.0% | -34.9% | -20.5% |
| YTD | -21.9% | +25.5% | -47.4% | -30.6% |
| 1Y | -17.8% | +29.1% | -46.9% | -28.2% |
| 3Y | -3.5% | +31.7% | -35.2% | -17.7% |
| All | -3.5% | +29.0% | -32.5% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 3y: compounded portfolio wealth divided by compounded IFF 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…
3y analysis · Full analysis span regression · 6 months rolling