-13.3%
IP vs ALHC
-61.8%
+48.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.8% | +2.9% |
| 7D | -3.0% | +3.9% | -6.9% | -3.2% |
| 30D | +10.6% | -3.6% | +14.3% | +10.7% |
| 3M | -13.6% | -49.4% | +35.8% | -11.0% |
| 6M | +10.4% | -59.5% | +69.9% | +14.2% |
| YTD | -6.5% | -63.2% | +56.7% | -3.2% |
| 1Y | -2.1% | -55.5% | +53.4% | +0.4% |
| 3Y | +22.0% | +23.0% | -1.0% | +14.9% |
| 5Y | -9.7% | -65.7% | +56.0% | -12.2% |
| All | -13.3% | -61.8% | +48.5% | -16.8% |
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