-27.2%
ALHC vs IFF
-31.3%
+4.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -6.9% | -3.2% | -3.7% | -6.2% |
| 30D | -6.7% | -0.3% | -6.4% | -6.7% |
| 3M | -37.7% | +8.4% | -46.1% | -38.9% |
| 6M | -30.0% | +23.0% | -53.0% | -33.5% |
| YTD | -36.2% | +25.5% | -61.6% | -40.0% |
| 1Y | -22.9% | +29.1% | -51.9% | -28.1% |
| 3Y | +138.4% | +31.7% | +106.7% | +110.5% |
| 5Y | -32.8% | -35.2% | +2.4% | -21.3% |
| All | -27.2% | -31.3% | +4.2% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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