+5.5%
IYR vs ALHC
-33.5%
+39.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.2% | -0.6% | -0.7% | -1.2% |
| 30D | -2.9% | -1.0% | -1.8% | -2.8% |
| 3M | +0.8% | -10.2% | +11.0% | +0.8% |
| 6M | +1.9% | -28.3% | +30.1% | +3.1% |
| YTD | +9.6% | -31.4% | +41.1% | +11.1% |
| 1Y | +8.1% | -16.9% | +25.0% | +7.9% |
| 3Y | +29.2% | +135.5% | -106.3% | +14.1% |
| All | +5.5% | -33.5% | +39.0% | -3.0% |
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