-97.7%
IRE vs ALHC
-56.8%
-40.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -2.5% | -11.0% | -13.5% |
| 7D | +11.1% | -0.8% | +11.9% | +11.2% |
| 30D | -75.2% | -9.6% | -65.5% | -75.1% |
| 3M | -86.4% | -44.5% | -41.8% | -86.3% |
| 6M | -94.8% | -59.2% | -35.6% | -94.5% |
| YTD | -93.3% | -62.0% | -31.2% | -93.7% |
| 1Y | -97.5% | -54.8% | -42.7% | -98.1% |
| All | -97.7% | -56.8% | -40.8% | -98.1% |
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