+128.1%
IEF vs THC
+63.1%
+65.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.1% |
| 7D | -0.8% | +0.2% | -1.0% | -0.8% |
| 30D | +2.0% | +9.0% | -7.0% | +2.2% |
| 3M | -1.1% | +12.9% | -14.0% | -0.8% |
| 6M | -1.9% | +52.8% | -54.8% | -1.2% |
| YTD | -2.2% | +47.4% | -49.7% | -1.5% |
| 1Y | -2.3% | +47.7% | -50.1% | -1.6% |
| 3Y | +11.6% | +444.7% | -433.1% | +15.5% |
| 5Y | -7.1% | +269.3% | -276.3% | -4.2% |
| 10Y | +7.8% | +1,913.5% | -1,905.8% | +18.2% |
| All | +128.1% | +63.1% | +65.0% | +153.5% |
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