+53.6%
IJR vs ALHC
+151.5%
-98.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.9% |
| 7D | -1.1% | -4.1% | +3.0% | -0.9% |
| 30D | -3.6% | -5.4% | +1.8% | -3.3% |
| 3M | +2.3% | -32.1% | +34.5% | +4.3% |
| 6M | +14.3% | -28.5% | +42.8% | +15.6% |
| YTD | +19.3% | -34.0% | +53.3% | +21.1% |
| 1Y | +22.6% | -20.9% | +43.5% | +22.9% |
| All | +53.6% | +151.5% | -98.0% | +36.0% |
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