+38.6%
GEHC vs IVZ
+76.3%
-37.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.4% | -1.0% |
| 7D | -3.7% | -2.8% | -1.0% | -3.0% |
| 30D | +22.0% | -2.2% | +24.2% | +22.6% |
| 3M | +13.6% | -8.1% | +21.7% | +16.4% |
| 6M | +34.0% | +3.8% | +30.2% | +30.1% |
| YTD | +0.9% | +11.5% | -10.6% | -5.4% |
| 1Y | +12.7% | +23.7% | -11.0% | +1.5% |
| 3Y | +19.4% | +145.8% | -126.4% | -19.3% |
| All | +38.6% | +76.3% | -37.7% | +4.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling