-7.5%
IGV vs THC
+46.1%
-53.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +9.6% | -8.7% | +0.8% |
| 7D | -7.5% | +8.8% | -16.3% | -7.5% |
| 30D | -5.6% | +12.6% | -18.2% | -5.7% |
| 3M | +1.5% | +15.4% | -13.8% | +1.5% |
| 6M | +17.1% | +57.7% | -40.6% | +17.8% |
| YTD | -2.0% | +47.1% | -49.1% | -1.4% |
| 1Y | -7.5% | +40.7% | -48.2% | -6.8% |
| All | -7.5% | +46.1% | -53.7% | -6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling