+49.9%
IGV vs ALHC
-60.6%
+110.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.6% |
| 7D | +2.5% | -0.8% | +3.3% | +2.5% |
| 30D | -8.6% | -9.6% | +1.1% | -8.0% |
| 3M | -1.6% | -44.5% | +42.9% | +2.3% |
| 6M | +13.4% | -59.2% | +72.6% | +19.7% |
| YTD | -4.0% | -62.0% | +58.0% | +1.3% |
| 1Y | -7.6% | -54.8% | +47.2% | -4.3% |
| 3Y | +39.3% | +25.0% | +14.3% | +21.4% |
| 5Y | +14.5% | -65.3% | +79.8% | +9.3% |
| All | +49.9% | -60.6% | +110.6% | +37.6% |
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