+1,158.3%
IJR vs THC
+278.6%
+879.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | -0.2% | -0.7% | +0.5% | -0.1% |
| 30D | -2.4% | +1.3% | -3.7% | -2.7% |
| 3M | +3.9% | +64.2% | -60.3% | -5.5% |
| 6M | +12.4% | +8.3% | +4.1% | +9.8% |
| YTD | +21.5% | +33.4% | -11.9% | +13.8% |
| 1Y | +24.0% | +37.7% | -13.7% | +15.1% |
| 3Y | +49.7% | +236.8% | -187.1% | +15.6% |
| 5Y | +39.7% | +249.3% | -209.6% | +3.7% |
| 10Y | +169.0% | +995.2% | -826.2% | +44.6% |
| All | +1,158.3% | +278.6% | +879.7% | +537.8% |
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 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