+12.0%
GEHC vs IVZ
+99.1%
-87.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.2% | -0.8% | -2.3% |
| 7D | -5.2% | +1.1% | -6.3% | -5.6% |
| 30D | -7.0% | +3.1% | -10.1% | -8.0% |
| 3M | +3.3% | +18.2% | -14.9% | -3.6% |
| 6M | -10.0% | +38.6% | -48.6% | -21.3% |
| YTD | -18.5% | +25.9% | -44.4% | -26.4% |
| 1Y | -14.4% | +51.7% | -66.1% | -28.1% |
| 3Y | +3.4% | +138.7% | -135.2% | -29.8% |
| All | +12.0% | +99.1% | -87.2% | -19.0% |
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