+128.7%
IVZ vs ALHC
+21.9%
+106.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.2% |
| 7D | -2.4% | +1.0% | -3.4% | -2.5% |
| 30D | -11.2% | -14.2% | +2.9% | -10.3% |
| 3M | -14.0% | -45.1% | +31.2% | -10.6% |
| 6M | +0.5% | -59.5% | +60.0% | +5.7% |
| YTD | +5.4% | -62.8% | +68.3% | +11.5% |
| 1Y | +19.5% | -55.5% | +74.9% | +25.1% |
| 3Y | +128.7% | +25.7% | +103.0% | +109.8% |
| All | +128.7% | +21.9% | +106.8% | +109.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling