+7.2%
GEHC vs IOT
+195.2%
-188.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -7.2% | -4.5% | -2.6% | -6.6% |
| 30D | -11.6% | -2.4% | -9.1% | -11.4% |
| 3M | -0.8% | +19.0% | -19.8% | -3.2% |
| 6M | -11.9% | +19.6% | -31.5% | -14.5% |
| YTD | -21.9% | +8.3% | -30.2% | -23.7% |
| 1Y | -17.8% | -0.8% | -17.0% | -18.8% |
| 3Y | -3.5% | +24.4% | -27.9% | -10.4% |
| All | +7.2% | +195.2% | -188.0% | -10.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling