+28.8%
IVZ vs ALHC
-62.4%
+91.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -7.1% | -0.9% | -7.3% |
| 7D | -6.7% | -6.2% | -0.5% | -6.1% |
| 30D | -10.9% | -9.7% | -1.2% | -10.1% |
| 3M | -14.8% | -44.7% | +29.9% | -10.3% |
| 6M | +2.4% | -58.7% | +61.1% | +9.7% |
| YTD | +5.4% | -61.7% | +67.1% | +13.5% |
| 1Y | +19.6% | -55.7% | +75.2% | +26.8% |
| 3Y | +122.4% | +25.6% | +96.9% | +99.2% |
| 5Y | +28.8% | -65.8% | +94.5% | +22.6% |
| All | +28.8% | -62.4% | +91.2% | +22.6% |
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