+128.7%
IVZ vs ALHC
+25.6%
+103.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -7.1% | -0.9% | -7.4% |
| 7D | -6.7% | -6.2% | -0.5% | -6.2% |
| 30D | -10.9% | -9.7% | -1.2% | -10.3% |
| 3M | -14.8% | -44.7% | +29.9% | -11.6% |
| 6M | +2.4% | -58.7% | +61.1% | +7.5% |
| YTD | +5.4% | -61.7% | +67.1% | +11.2% |
| 1Y | +19.6% | -55.7% | +75.2% | +25.1% |
| All | +128.7% | +25.6% | +103.1% | +109.3% |
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 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