+55.4%
IVZ vs ALHC
-16.6%
+72.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +0.6% | -0.6% | +1.2% | +0.7% |
| 30D | +4.0% | -1.0% | +5.0% | +4.0% |
| 3M | +18.2% | -10.2% | +28.3% | +16.2% |
| 6M | +32.8% | -28.3% | +61.1% | +34.7% |
| YTD | +28.7% | -31.4% | +60.2% | +32.9% |
| 1Y | +55.4% | -16.9% | +72.3% | +56.1% |
| All | +55.4% | -16.6% | +72.0% | +56.1% |
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 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