+293.0%
IBKR vs GEHC
-1.6%
+294.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.3% |
| 7D | -1.3% | -7.2% | +5.8% | +0.5% |
| 30D | -0.2% | -11.6% | +11.3% | +2.9% |
| 3M | +3.0% | -0.8% | +3.8% | +2.3% |
| 6M | +33.9% | -11.9% | +45.8% | +37.7% |
| YTD | +42.5% | -21.9% | +64.4% | +51.6% |
| 1Y | +44.9% | -17.8% | +62.7% | +51.1% |
| 3Y | +293.0% | -3.5% | +296.5% | +285.9% |
| All | +293.0% | -1.6% | +294.6% | +285.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling