+137.9%
IEMG vs THC
+1,021.1%
-883.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.8% |
| 7D | -0.9% | 0.0% | -0.9% | -0.9% |
| 30D | +2.1% | +1.5% | +0.6% | +1.9% |
| 3M | +4.6% | +59.9% | -55.3% | -1.5% |
| 6M | +14.0% | +11.0% | +3.1% | +12.0% |
| YTD | +22.3% | +32.6% | -10.2% | +17.3% |
| 1Y | +30.7% | +37.4% | -6.7% | +24.5% |
| 3Y | +83.2% | +252.5% | -169.3% | +52.8% |
| 5Y | +47.0% | +262.3% | -215.4% | +19.1% |
| All | +137.9% | +1,021.1% | -883.2% | +57.6% |
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