-58.0%
ALHC vs IBN
+123.1%
-181.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.6% | -1.6% |
| 7D | +3.9% | +14.6% | -10.7% | -1.7% |
| 30D | -3.6% | +23.5% | -27.2% | -11.6% |
| 3M | -49.4% | +14.0% | -63.4% | -52.0% |
| 6M | -59.5% | +31.1% | -90.6% | -63.3% |
| YTD | -63.2% | +16.6% | -79.8% | -65.5% |
| 1Y | -55.5% | +14.9% | -70.4% | -58.1% |
| 3Y | +23.0% | +56.9% | -33.9% | -1.8% |
| 5Y | -65.7% | +69.7% | -135.4% | -74.2% |
| All | -58.0% | +123.1% | -181.1% | -71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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