-34.0%
IONS vs ALHC
-59.6%
+25.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | -29.4% | -5.5% | -23.9% | -29.0% |
| 30D | -35.1% | -4.9% | -30.2% | -34.9% |
| 3M | -48.9% | -41.7% | -7.1% | -45.9% |
| 6M | -62.4% | -55.2% | -7.2% | -59.6% |
| YTD | -64.2% | -61.1% | -3.1% | -61.2% |
| 1Y | -60.9% | -53.3% | -7.6% | -58.6% |
| 3Y | -38.9% | +28.2% | -67.1% | -46.2% |
| 5Y | -15.6% | -65.8% | +50.2% | -14.7% |
| All | -34.0% | -59.6% | +25.6% | -37.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling