+973.2%
IGV vs THC
+82.9%
+890.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.0% |
| 3M | +4.5% | +64.2% | -59.7% | -3.2% |
| 6M | +22.1% | +8.3% | +13.8% | +19.8% |
| YTD | -1.0% | +33.4% | -34.4% | -6.2% |
| 1Y | -2.1% | +37.7% | -39.8% | -7.9% |
| 3Y | +44.6% | +236.8% | -192.2% | +17.0% |
| 5Y | +22.2% | +249.3% | -227.1% | -3.9% |
| 10Y | +364.7% | +995.2% | -630.5% | +174.7% |
| All | +973.2% | +82.9% | +890.3% | +493.0% |
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