+990.2%
IBKR vs THC
+1,022.1%
-31.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | -1.3% | -0.5% | -0.8% | -1.3% |
| 30D | -0.2% | -1.2% | +0.9% | -0.1% |
| 3M | +3.0% | +52.3% | -49.3% | -4.3% |
| 6M | +33.9% | +12.4% | +21.4% | +30.4% |
| YTD | +42.5% | +32.7% | +9.8% | +34.5% |
| 1Y | +44.9% | +36.4% | +8.5% | +35.9% |
| 3Y | +293.0% | +259.3% | +33.7% | +208.1% |
| 5Y | +497.7% | +262.7% | +235.0% | +353.9% |
| All | +990.2% | +1,022.1% | -31.9% | +544.3% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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