+69.8%
IBIT vs GEHC
-9.2%
+79.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.2% |
| 7D | +3.0% | -4.0% | +7.0% | +3.9% |
| 30D | +23.1% | -2.0% | +25.1% | +23.6% |
| 3M | +25.6% | +8.0% | +17.6% | +23.0% |
| 6M | +9.1% | -12.8% | +21.9% | +12.3% |
| YTD | -8.9% | -15.9% | +7.0% | -5.7% |
| 1Y | -27.5% | -6.9% | -20.5% | -27.1% |
| All | +69.8% | -9.2% | +79.0% | +70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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