+35.0%
IEMG vs ALHC
-60.6%
+95.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -1.2% |
| 7D | +5.3% | -0.8% | +6.1% | +5.3% |
| 30D | -7.2% | -9.6% | +2.4% | -6.8% |
| 3M | -8.1% | -44.5% | +36.4% | -6.2% |
| 6M | -6.7% | -59.2% | +52.5% | -4.0% |
| YTD | +11.6% | -62.0% | +73.7% | +15.0% |
| 1Y | +11.4% | -54.8% | +66.2% | +13.7% |
| 3Y | +69.3% | +25.0% | +44.3% | +58.7% |
| 5Y | +34.9% | -65.3% | +100.2% | +31.4% |
| All | +35.0% | -60.6% | +95.6% | +27.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling