+7.7%
GEHC vs IOT
+195.7%
-188.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.4% |
| 7D | -7.9% | -0.8% | -7.1% | -7.8% |
| 30D | -11.7% | -4.7% | -7.0% | -11.3% |
| 3M | +0.8% | +17.8% | -17.0% | -1.5% |
| 6M | -11.6% | +16.8% | -28.4% | -14.0% |
| YTD | -21.6% | +8.4% | -30.0% | -23.3% |
| 1Y | -15.3% | -0.8% | -14.5% | -16.3% |
| 3Y | -0.5% | +25.7% | -26.2% | -7.7% |
| All | +7.7% | +195.7% | -188.0% | -9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling