-31.2%
ALHC vs IBN
+61.6%
-92.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -0.6% | +1.4% | -2.0% | -1.1% |
| 30D | -1.0% | -0.3% | -0.7% | -0.9% |
| 3M | -10.2% | +17.1% | -27.3% | -14.6% |
| 6M | -28.3% | +3.4% | -31.7% | -29.2% |
| YTD | -31.4% | +2.5% | -34.0% | -32.3% |
| 1Y | -16.9% | -4.2% | -12.8% | -16.4% |
| 3Y | +135.5% | +32.4% | +103.1% | +101.8% |
| All | -31.2% | +61.6% | -92.8% | -46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling