+941.3%
IGV vs THC
+99.4%
+841.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.6% | +2.3% |
| 7D | -0.4% | +7.5% | -7.9% | -1.5% |
| 30D | -9.9% | +9.6% | -19.5% | -11.2% |
| 3M | -1.2% | +10.3% | -11.4% | -2.7% |
| 6M | +11.3% | +51.8% | -40.5% | +4.1% |
| YTD | -4.0% | +45.4% | -49.4% | -10.2% |
| 1Y | -7.3% | +40.8% | -48.1% | -13.1% |
| 3Y | +42.8% | +448.8% | -406.0% | +7.7% |
| 5Y | +13.7% | +263.4% | -249.7% | -11.1% |
| 10Y | +354.8% | +1,800.1% | -1,445.3% | +150.6% |
| All | +941.3% | +99.4% | +841.9% | +467.5% |
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