+45.2%
IBB vs ALHC
-61.5%
+106.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.6% | +2.0% |
| 7D | -1.8% | +1.0% | -2.8% | -1.9% |
| 30D | +5.1% | -14.2% | +19.2% | +6.2% |
| 3M | +10.7% | -45.1% | +55.9% | +16.2% |
| 6M | +22.9% | -59.5% | +82.4% | +31.4% |
| YTD | +26.7% | -62.8% | +89.5% | +35.8% |
| 1Y | +35.1% | -55.5% | +90.6% | +42.1% |
| 3Y | +80.2% | +25.7% | +54.5% | +61.1% |
| 5Y | +37.8% | -66.8% | +104.6% | +31.2% |
| All | +45.2% | -61.5% | +106.7% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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