+7.2%
GEHC vs IVZ
+98.8%
-91.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.9% |
| 7D | -7.2% | -2.4% | -4.8% | -6.4% |
| 30D | -11.6% | +3.0% | -14.6% | -12.5% |
| 3M | -0.8% | +14.9% | -15.7% | -6.5% |
| 6M | -11.9% | +36.7% | -48.7% | -22.6% |
| YTD | -21.9% | +25.7% | -47.6% | -29.5% |
| 1Y | -17.8% | +47.7% | -65.5% | -30.3% |
| 3Y | -3.5% | +138.8% | -142.4% | -34.5% |
| All | +7.2% | +98.8% | -91.6% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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