+312.0%
IVV vs THC
+1,818.8%
-1,506.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | 0.0% |
| 7D | +3.3% | +0.1% | +3.2% | +3.3% |
| 30D | -2.7% | +7.5% | -10.1% | -3.7% |
| 3M | -1.7% | +7.5% | -9.2% | -2.9% |
| 6M | +3.2% | +46.4% | -43.3% | -3.0% |
| YTD | +12.0% | +44.4% | -32.4% | +5.0% |
| 1Y | +12.1% | +43.4% | -31.3% | +5.1% |
| 3Y | +78.6% | +433.3% | -354.7% | +34.9% |
| 5Y | +73.8% | +262.5% | -188.7% | +34.9% |
| All | +312.0% | +1,818.8% | -1,506.8% | +148.8% |
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 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