+95.2%
IGV vs GEHC
+30.8%
+64.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.2% | -0.5% |
| 7D | +2.5% | -2.3% | +4.7% | +3.1% |
| 30D | -8.6% | +19.0% | -27.6% | -12.7% |
| 3M | -1.6% | +13.3% | -14.9% | -4.9% |
| 6M | +13.4% | +31.5% | -18.1% | +4.9% |
| YTD | -4.0% | 0.0% | -4.0% | -4.8% |
| 1Y | -7.6% | +9.4% | -17.0% | -11.1% |
| 3Y | +39.3% | +18.3% | +20.9% | +27.6% |
| All | +95.2% | +30.8% | +64.5% | +75.7% |
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