+96.5%
IWF vs ALHC
-61.4%
+157.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.7% | -1.0% |
| 7D | +2.8% | +0.3% | +2.5% | +2.8% |
| 30D | -7.5% | -10.6% | +3.0% | -6.9% |
| 3M | -8.5% | -45.3% | +36.8% | -5.2% |
| 6M | -7.4% | -59.7% | +52.3% | -2.9% |
| YTD | -2.6% | -62.7% | +60.1% | +2.3% |
| 1Y | -1.8% | -56.1% | +54.3% | +1.6% |
| 3Y | +65.5% | +21.3% | +44.2% | +49.8% |
| 5Y | +55.8% | -66.0% | +121.8% | +49.4% |
| All | +96.5% | -61.4% | +157.9% | +83.3% |
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