+18.5%
IP vs ALHC
+35.2%
-16.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +10.1% | -8.6% | +1.2% |
| 7D | +3.4% | -0.5% | +3.9% | +3.4% |
| 30D | +11.2% | -4.2% | +15.5% | +11.3% |
| 3M | -14.8% | -39.8% | +25.0% | -13.6% |
| 6M | +17.3% | -57.7% | +75.0% | +19.7% |
| YTD | -6.2% | -58.8% | +52.6% | -4.5% |
| 1Y | +2.3% | -52.4% | +54.7% | +3.7% |
| All | +18.5% | +35.2% | -16.7% | +7.7% |
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