+12.1%
IVV vs ALHC
-54.5%
+66.6%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | -0.2% |
| 7D | +3.3% | -0.8% | +4.1% | +3.4% |
| 30D | -2.7% | -9.6% | +7.0% | -2.5% |
| 3M | -1.7% | -44.5% | +42.8% | -1.2% |
| 6M | +3.2% | -59.2% | +62.4% | +4.3% |
| YTD | +12.0% | -62.0% | +74.0% | +11.8% |
| 1Y | +12.1% | -54.8% | +66.9% | +8.3% |
| All | +12.1% | -54.5% | +66.6% | +8.3% |
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