+14.8%
IVV vs GEHC
+15.6%
-0.8%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.4% | -4.8% | +1.1% |
| 7D | -0.7% | +13.2% | -13.9% | -1.8% |
| 30D | -1.0% | +30.6% | -31.6% | -3.4% |
| 3M | -0.3% | +22.2% | -22.5% | -2.1% |
| 6M | +7.4% | +40.8% | -33.5% | +3.4% |
| YTD | +13.4% | +4.8% | +8.5% | +13.8% |
| 1Y | +14.8% | +15.7% | -0.9% | +13.1% |
| All | +14.8% | +15.6% | -0.8% | +13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling