+30.7%
IVZ vs ALHC
-51.4%
+82.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +10.1% | -6.0% | +3.0% |
| 7D | +2.6% | -0.5% | +3.1% | +2.6% |
| 30D | -3.5% | -4.2% | +0.8% | -3.3% |
| 3M | -7.4% | -39.8% | +32.4% | -2.9% |
| 6M | +14.7% | -57.7% | +72.4% | +24.3% |
| YTD | +14.6% | -58.8% | +73.4% | +23.7% |
| 1Y | +30.7% | -52.4% | +83.1% | +33.7% |
| All | +30.7% | -51.4% | +82.1% | +33.7% |
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