+133.0%
IEMG vs THC
+1,813.2%
-1,680.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | +2.7% | +1.0% | +1.7% | +2.6% |
| 30D | -5.7% | +5.3% | -11.0% | -6.3% |
| 3M | -8.8% | +7.1% | -15.9% | -9.6% |
| 6M | -8.9% | +46.0% | -54.9% | -13.4% |
| YTD | +11.2% | +43.9% | -32.7% | +5.5% |
| 1Y | +12.2% | +45.4% | -33.2% | +6.2% |
| 3Y | +68.5% | +421.3% | -352.8% | +34.1% |
| 5Y | +34.3% | +261.5% | -227.1% | +8.9% |
| All | +133.0% | +1,813.2% | -1,680.2% | +47.1% |
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