+91.0%
IWD vs ALHC
-59.7%
+150.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.5% | -5.5% | -0.3% |
| 7D | +1.6% | +3.8% | -2.2% | +1.4% |
| 30D | +3.6% | +1.7% | +1.9% | +3.4% |
| 3M | +2.0% | -44.3% | +46.4% | +4.7% |
| 6M | +13.1% | -57.2% | +70.3% | +16.8% |
| YTD | +26.2% | -61.2% | +87.4% | +30.6% |
| 1Y | +29.6% | -53.2% | +82.7% | +32.7% |
| 3Y | +84.3% | +27.8% | +56.5% | +73.5% |
| 5Y | +73.4% | -65.4% | +138.8% | +67.7% |
| All | +91.0% | -59.7% | +150.7% | +81.3% |
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 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