+11.2%
IGV vs ALHC
-64.2%
+75.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.1% |
| 7D | -5.2% | +1.0% | -6.2% | -5.3% |
| 30D | -10.0% | -14.2% | +4.2% | -9.1% |
| 3M | -0.5% | -45.1% | +44.6% | +3.5% |
| 6M | +12.6% | -59.5% | +72.2% | +18.9% |
| YTD | -6.4% | -62.8% | +56.4% | -1.0% |
| 1Y | -9.5% | -55.5% | +46.0% | -6.2% |
| 3Y | +41.7% | +25.7% | +16.0% | +21.4% |
| All | +11.2% | -64.2% | +75.4% | +8.0% |
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 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