+415.7%
IBKR vs ALHC
-33.8%
+449.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.2% |
| 7D | -1.3% | -6.9% | +5.5% | -1.0% |
| 30D | -0.2% | -6.7% | +6.5% | +0.1% |
| 3M | +3.0% | -37.7% | +40.7% | +5.4% |
| 6M | +33.9% | -30.0% | +63.8% | +35.6% |
| YTD | +42.5% | -36.2% | +78.7% | +45.1% |
| 1Y | +44.9% | -22.9% | +67.7% | +45.9% |
| 3Y | +293.0% | +138.4% | +154.6% | +255.1% |
| 5Y | +497.7% | -32.8% | +530.4% | +474.1% |
| All | +415.7% | -33.8% | +449.5% | +370.6% |
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