+68.2%
IVV vs ALHC
-64.2%
+132.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +0.5% |
| 7D | -2.7% | +1.0% | -3.7% | -2.8% |
| 30D | -5.4% | -14.2% | +8.8% | -4.7% |
| 3M | -4.1% | -45.1% | +41.1% | -1.2% |
| 6M | +0.7% | -59.5% | +60.3% | +4.8% |
| YTD | +8.7% | -62.8% | +71.6% | +13.3% |
| 1Y | +11.0% | -55.5% | +66.5% | +14.2% |
| 3Y | +75.4% | +25.7% | +49.7% | +60.8% |
| All | +68.2% | -64.2% | +132.4% | +63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling