+24.2%
IJR vs ALHC
-51.4%
+75.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +10.1% | -8.8% | +0.8% |
| 7D | +2.3% | -0.5% | +2.8% | +2.2% |
| 30D | +2.8% | -4.2% | +7.0% | +2.9% |
| 3M | -4.6% | -39.8% | +35.2% | -2.4% |
| 6M | +5.7% | -57.7% | +63.4% | +10.4% |
| YTD | +19.9% | -58.8% | +78.7% | +22.5% |
| 1Y | +24.2% | -52.4% | +76.5% | +20.4% |
| All | +24.2% | -51.4% | +75.6% | +20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling