+22.4%
IBB vs ALHC
-33.5%
+55.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.9% |
| 7D | +1.4% | -0.6% | +2.0% | +1.5% |
| 30D | +10.5% | -1.0% | +11.5% | +10.5% |
| 3M | +23.6% | -10.2% | +33.8% | +23.6% |
| 6M | +22.6% | -28.3% | +50.9% | +24.9% |
| YTD | +25.7% | -31.4% | +57.1% | +28.2% |
| 1Y | +51.4% | -16.9% | +68.3% | +51.0% |
| 3Y | +64.4% | +135.5% | -71.1% | +37.3% |
| All | +22.4% | -33.5% | +55.9% | +5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling