+55.4%
IOT vs ALHC
-6.2%
+61.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | 0.0% |
| 7D | -4.5% | -6.9% | +2.3% | -3.5% |
| 30D | -2.4% | -6.7% | +4.3% | -1.5% |
| 3M | +19.0% | -37.7% | +56.7% | +26.3% |
| 6M | +19.6% | -30.0% | +49.6% | +21.8% |
| YTD | +8.3% | -36.2% | +44.4% | +11.7% |
| 1Y | -0.8% | -22.9% | +22.1% | -2.0% |
| 3Y | +24.4% | +138.4% | -114.0% | -20.8% |
| All | +55.4% | -6.2% | +61.6% | +26.3% |
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 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