+1,421.8%
IBKR vs THC
+769.3%
+652.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.4% |
| 7D | +0.6% | -2.6% | +3.2% | +1.1% |
| 30D | +3.7% | -1.2% | +4.8% | +3.8% |
| 3M | +4.2% | +58.9% | -54.7% | -4.6% |
| 6M | +36.6% | +9.3% | +27.3% | +33.3% |
| YTD | +41.9% | +30.4% | +11.5% | +33.5% |
| 1Y | +49.5% | +34.6% | +14.9% | +39.5% |
| 3Y | +291.3% | +246.7% | +44.7% | +200.8% |
| 5Y | +492.7% | +244.5% | +248.1% | +340.0% |
| 10Y | +994.0% | +950.1% | +43.9% | +469.5% |
| All | +1,421.8% | +769.3% | +652.5% | +495.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling