+49.2%
IBB vs ALHC
-61.8%
+111.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.7% | +2.9% |
| 7D | +2.7% | +3.9% | -1.2% | +2.3% |
| 30D | +6.3% | -3.6% | +10.0% | +6.5% |
| 3M | +11.1% | -49.4% | +60.5% | +17.4% |
| 6M | +29.2% | -59.5% | +88.7% | +38.1% |
| YTD | +30.2% | -63.2% | +93.4% | +39.7% |
| 1Y | +39.5% | -55.5% | +95.0% | +46.7% |
| 3Y | +92.3% | +23.0% | +69.3% | +72.4% |
| 5Y | +43.0% | -65.7% | +108.7% | +35.9% |
| All | +49.2% | -61.8% | +111.1% | +36.1% |
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