+309.6%
IVV vs THC
+1,325.8%
-1,016.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.4% | +2.1% |
| 7D | +0.1% | +7.5% | -7.4% | -1.0% |
| 30D | -3.3% | +9.6% | -12.9% | -4.6% |
| 3M | -2.4% | +10.3% | -12.6% | -3.9% |
| 6M | +2.6% | +51.8% | -49.2% | -4.0% |
| YTD | +11.3% | +45.4% | -34.1% | +4.2% |
| 1Y | +13.4% | +40.8% | -27.4% | +6.6% |
| 3Y | +80.3% | +448.8% | -368.5% | +35.8% |
| 5Y | +72.7% | +263.4% | -190.7% | +34.2% |
| 10Y | +309.6% | +1,800.1% | -1,490.4% | +149.0% |
| All | +309.6% | +1,325.8% | -1,016.1% | +149.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling