+72.5%
IWM vs GEHC
+4.1%
+68.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.7% |
| 7D | -1.1% | -7.6% | +6.5% | +1.1% |
| 30D | -3.1% | -10.7% | +7.5% | 0.0% |
| 3M | +2.2% | -1.2% | +3.4% | +1.9% |
| 6M | +15.1% | -13.7% | +28.8% | +19.2% |
| YTD | +18.6% | -20.4% | +39.0% | +25.7% |
| 1Y | +24.0% | -17.0% | +41.0% | +29.3% |
| 3Y | +63.7% | +0.9% | +62.8% | +58.5% |
| All | +72.5% | +4.1% | +68.4% | +65.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling