+39.9%
IJR vs ALHC
-27.5%
+67.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.8% |
| 7D | -1.1% | -4.1% | +3.0% | -0.7% |
| 30D | -3.6% | -5.4% | +1.8% | -3.2% |
| 3M | +2.3% | -32.1% | +34.5% | +5.2% |
| 6M | +14.3% | -28.5% | +42.8% | +16.2% |
| YTD | +19.3% | -34.0% | +53.3% | +21.9% |
| 1Y | +22.6% | -20.9% | +43.5% | +22.9% |
| 3Y | +53.5% | +151.5% | -98.0% | +29.3% |
| 5Y | +39.9% | -28.8% | +68.8% | +28.3% |
| All | +39.9% | -27.5% | +67.4% | +28.3% |
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