+38.3%
IEMG vs ALHC
-16.6%
+54.9%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +2.2% | -0.6% | +2.8% | +2.2% |
| 30D | +4.6% | -1.0% | +5.6% | +4.6% |
| 3M | +0.4% | -10.2% | +10.5% | +0.2% |
| 6M | +16.4% | -28.3% | +44.6% | +16.6% |
| YTD | +25.4% | -31.4% | +56.9% | +25.2% |
| 1Y | +38.3% | -16.9% | +55.2% | +36.9% |
| All | +38.3% | -16.6% | +54.9% | +36.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling