+12.5%
GEHC vs IVZ
+22.9%
-10.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -0.9% | +0.9% |
| 7D | +0.8% | +7.6% | -6.8% | -0.9% |
| 30D | +21.3% | +4.3% | +17.0% | +20.0% |
| 3M | +12.6% | -9.3% | +21.9% | +14.6% |
| 6M | +34.3% | +5.2% | +29.0% | +30.1% |
| YTD | +1.4% | +13.4% | -12.0% | -7.1% |
| 1Y | +12.5% | +25.4% | -12.9% | -2.7% |
| All | +12.5% | +22.9% | -10.4% | -2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling