+1,121.9%
IJR vs THC
+308.6%
+813.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +2.2% | +1.0% | +1.2% | +2.0% |
| 30D | +3.8% | +5.3% | -1.5% | +2.8% |
| 3M | -5.7% | +7.1% | -12.8% | -7.1% |
| 6M | +4.6% | +46.0% | -41.4% | -3.1% |
| YTD | +18.0% | +43.9% | -26.0% | +8.9% |
| 1Y | +21.8% | +45.4% | -23.7% | +12.0% |
| 3Y | +61.1% | +421.3% | -360.2% | +15.2% |
| 5Y | +27.3% | +261.5% | -234.1% | -6.0% |
| 10Y | +154.1% | +1,865.8% | -1,711.7% | +25.5% |
| All | +1,121.9% | +308.6% | +813.2% | +510.1% |
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 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