+9.3%
GEHC vs IWF
+122.6%
-113.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.1% |
| 7D | -7.6% | +0.5% | -8.2% | -8.0% |
| 30D | -10.7% | -1.4% | -9.3% | -9.8% |
| 3M | -1.2% | +0.4% | -1.7% | -2.2% |
| 6M | -13.7% | +8.5% | -22.2% | -19.8% |
| YTD | -20.4% | +3.7% | -24.1% | -23.5% |
| 1Y | -17.0% | +8.5% | -25.5% | -23.1% |
| 3Y | +0.9% | +78.5% | -77.6% | -38.3% |
| All | +9.3% | +122.6% | -113.3% | -45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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