+12.0%
IRM vs ALHC
-55.2%
+67.1%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.0% | +5.0% | +4.1% |
| 7D | -3.8% | +3.9% | -7.6% | -3.7% |
| 30D | -3.2% | -3.6% | +0.4% | -2.9% |
| 3M | -7.8% | -49.4% | +41.6% | -4.7% |
| 6M | -12.7% | -59.5% | +46.8% | -9.3% |
| YTD | +36.7% | -63.2% | +99.9% | +40.7% |
| All | +12.0% | -55.2% | +67.1% | +8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling