+87.2%
IWD vs ALHC
-61.5%
+148.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.6% | -0.2% |
| 7D | -0.5% | +1.0% | -1.4% | -0.5% |
| 30D | +2.7% | -14.2% | +16.8% | +3.3% |
| 3M | +0.9% | -45.1% | +46.0% | +3.5% |
| 6M | +10.5% | -59.5% | +70.1% | +14.5% |
| YTD | +23.7% | -62.8% | +86.5% | +28.4% |
| 1Y | +28.7% | -55.5% | +84.2% | +32.2% |
| 3Y | +79.7% | +25.7% | +54.0% | +69.1% |
| 5Y | +69.7% | -66.8% | +136.5% | +64.4% |
| All | +87.2% | -61.5% | +148.7% | +78.1% |
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