+91.0%
IWD vs ALHC
-61.8%
+152.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.1% |
| 7D | +1.3% | +3.9% | -2.6% | +1.0% |
| 30D | +3.6% | -3.6% | +7.2% | +3.7% |
| 3M | +2.3% | -49.4% | +51.7% | +5.5% |
| 6M | +13.0% | -59.5% | +72.5% | +17.1% |
| YTD | +26.2% | -63.2% | +89.4% | +31.0% |
| 1Y | +30.5% | -55.5% | +85.9% | +33.9% |
| 3Y | +86.2% | +23.0% | +63.2% | +75.5% |
| 5Y | +72.9% | -65.7% | +138.6% | +67.5% |
| All | +91.0% | -61.8% | +152.8% | +81.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling