-6.9%
GEHC vs IOT
+14.9%
-21.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.7% | -5.0% | -1.5% |
| 7D | -4.0% | -2.3% | -1.7% | -3.9% |
| 30D | -2.0% | +3.8% | -5.8% | -2.3% |
| 3M | +8.0% | +14.2% | -6.2% | +7.0% |
| 6M | -12.8% | +40.1% | -52.9% | -14.6% |
| YTD | -15.9% | +13.4% | -29.3% | -15.0% |
| 1Y | -6.9% | +12.2% | -19.1% | -4.4% |
| All | -6.9% | +14.9% | -21.8% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 1y: compounded portfolio wealth divided by compounded IOT 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…
1y analysis · Full analysis span regression · 6 months rolling