+490.7%
IBKR vs THC
+257.8%
+233.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.6% |
| 7D | -3.8% | 0.0% | -3.8% | -3.8% |
| 30D | -0.3% | +1.5% | -1.9% | -0.6% |
| 3M | +4.8% | +59.9% | -55.1% | -4.1% |
| 6M | +30.8% | +11.0% | +19.8% | +27.5% |
| YTD | +39.5% | +32.6% | +6.9% | +31.1% |
| 1Y | +43.7% | +37.4% | +6.3% | +33.7% |
| 3Y | +284.7% | +252.5% | +32.1% | +191.2% |
| All | +490.7% | +257.8% | +233.0% | +352.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling