+20.0%
IWM vs ALHC
-64.2%
+84.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.9% | +1.3% |
| 7D | -2.0% | +1.0% | -3.0% | -2.2% |
| 30D | -1.5% | -14.2% | +12.7% | -0.2% |
| 3M | -8.0% | -45.1% | +37.1% | -3.0% |
| 6M | -4.1% | -59.5% | +55.4% | +3.2% |
| YTD | +11.9% | -62.8% | +74.8% | +20.9% |
| 1Y | +15.0% | -55.5% | +70.5% | +21.5% |
| 3Y | +64.2% | +25.7% | +38.5% | +43.6% |
| All | +20.0% | -64.2% | +84.2% | +15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling