+23.5%
IGV vs ALHC
-33.5%
+57.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -4.5% | -0.6% | -3.9% | -4.5% |
| 30D | +3.2% | -1.0% | +4.2% | +3.2% |
| 3M | +4.5% | -10.2% | +14.7% | +4.4% |
| 6M | +22.1% | -28.3% | +50.4% | +23.7% |
| YTD | -1.0% | -31.4% | +30.4% | +0.5% |
| 1Y | -2.1% | -16.9% | +14.8% | -2.8% |
| 3Y | +44.6% | +135.5% | -90.9% | +18.2% |
| All | +23.5% | -33.5% | +57.0% | +9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling