+23.5%
IGV vs THC
+250.3%
-226.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.3% |
| 7D | -4.5% | -0.7% | -3.8% | -4.4% |
| 30D | +3.2% | +1.3% | +2.0% | +2.9% |
| 3M | +4.5% | +64.2% | -59.7% | -6.5% |
| 6M | +22.1% | +8.3% | +13.8% | +19.2% |
| YTD | -1.0% | +33.4% | -34.4% | -8.5% |
| 1Y | -2.1% | +37.7% | -39.8% | -10.7% |
| 3Y | +44.6% | +236.8% | -192.2% | -0.4% |
| All | +23.5% | +250.3% | -226.8% | -17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling