+109.3%
IWF vs ALHC
-31.6%
+140.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | -0.2% |
| 7D | +0.5% | -4.1% | +4.7% | +0.8% |
| 30D | -1.4% | -5.4% | +4.1% | -1.0% |
| 3M | +0.4% | -32.1% | +32.6% | +2.6% |
| 6M | +8.5% | -28.5% | +36.9% | +9.7% |
| YTD | +3.7% | -34.0% | +37.7% | +5.3% |
| 1Y | +8.5% | -20.9% | +29.4% | +8.4% |
| 3Y | +78.5% | +151.5% | -73.0% | +52.2% |
| 5Y | +73.6% | -28.8% | +102.5% | +59.5% |
| All | +109.3% | -31.6% | +140.9% | +88.8% |
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