+67.1%
IVZ vs ALHC
-28.9%
+96.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +18.0% |
| 6M | +32.8% | -28.3% | +61.1% | +35.1% |
| YTD | +28.7% | -31.4% | +60.2% | +31.6% |
| 1Y | +55.4% | -16.9% | +72.3% | +55.7% |
| 3Y | +135.2% | +135.5% | -0.3% | +99.7% |
| 5Y | +64.2% | -33.6% | +97.8% | +50.5% |
| All | +67.1% | -28.9% | +96.0% | +46.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling