+37.3%
GEHC vs IWF
+111.4%
-74.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.7% |
| 7D | -2.3% | +5.3% | -7.6% | -5.6% |
| 30D | +19.0% | -8.6% | +27.6% | +26.0% |
| 3M | +13.3% | -6.5% | +19.8% | +17.9% |
| 6M | +31.5% | -5.6% | +37.2% | +35.0% |
| YTD | 0.0% | -1.5% | +1.5% | -1.0% |
| 1Y | +9.4% | -2.8% | +12.2% | +9.4% |
| 3Y | +18.3% | +67.1% | -48.8% | -24.6% |
| All | +37.3% | +111.4% | -74.1% | -29.6% |
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