+422.5%
IBKR vs GEHC
+2.6%
+419.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.5% | -0.6% |
| 7D | -3.8% | -7.9% | +4.1% | -2.1% |
| 30D | -0.3% | -11.7% | +11.4% | +2.4% |
| 3M | +4.8% | +0.8% | +4.0% | +3.8% |
| 6M | +30.8% | -11.6% | +42.4% | +33.8% |
| YTD | +39.5% | -21.6% | +61.0% | +46.7% |
| 1Y | +43.7% | -15.3% | +59.0% | +47.7% |
| 3Y | +284.7% | -0.5% | +285.2% | +281.3% |
| All | +422.5% | +2.6% | +419.9% | +437.4% |
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