+286.1%
IRM vs ALHC
-28.9%
+315.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.7% | +1.6% |
| 7D | -0.5% | -0.6% | +0.1% | -0.4% |
| 30D | -8.1% | -1.0% | -7.1% | -8.1% |
| 3M | -9.7% | -10.2% | +0.5% | -9.6% |
| 6M | +10.0% | -28.3% | +38.3% | +11.2% |
| YTD | +43.0% | -31.4% | +74.4% | +44.7% |
| 1Y | +32.7% | -16.9% | +49.6% | +32.7% |
| 3Y | +102.7% | +135.5% | -32.8% | +83.0% |
| 5Y | +187.6% | -33.6% | +221.2% | +164.2% |
| All | +286.1% | -28.9% | +315.0% | +264.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling