+41.7%
IGV vs ALHC
+21.9%
+19.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | -0.1% |
| 7D | -5.2% | +1.0% | -6.2% | -5.2% |
| 30D | -10.0% | -14.2% | +4.2% | -10.0% |
| 3M | -0.5% | -45.1% | +44.6% | -0.7% |
| 6M | +12.6% | -59.5% | +72.2% | +12.9% |
| YTD | -6.4% | -62.8% | +56.4% | -6.2% |
| 1Y | -9.5% | -55.5% | +46.0% | -9.6% |
| 3Y | +41.7% | +25.7% | +16.0% | +35.0% |
| All | +41.7% | +21.9% | +19.8% | +35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling