+96.0%
IGV vs GEHC
+4.1%
+91.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.2% |
| 7D | -1.5% | -7.6% | +6.1% | +0.5% |
| 30D | -3.0% | -10.7% | +7.6% | -0.2% |
| 3M | +9.6% | -1.2% | +10.8% | +9.5% |
| 6M | +16.1% | -13.7% | +29.9% | +20.0% |
| YTD | -3.6% | -20.4% | +16.8% | +1.5% |
| 1Y | -7.8% | -17.0% | +9.2% | -4.5% |
| 3Y | +40.0% | +0.9% | +39.0% | +33.7% |
| All | +96.0% | +4.1% | +91.9% | +87.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling