+735.8%
IVV vs THC
+304.4%
+431.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.0% | -2.4% | -4.1% |
| 7D | -4.8% | +5.9% | -10.6% | -5.5% |
| 30D | -5.9% | +10.8% | -16.7% | -7.3% |
| 3M | -4.5% | +9.4% | -14.0% | -5.8% |
| 6M | +1.8% | +53.3% | -51.4% | -4.4% |
| YTD | +8.4% | +44.2% | -35.8% | +2.1% |
| 1Y | +9.4% | +37.3% | -27.9% | +3.6% |
| 3Y | +75.3% | +421.6% | -346.3% | +36.3% |
| 5Y | +67.8% | +279.8% | -212.0% | +32.6% |
| 10Y | +314.2% | +1,513.9% | -1,199.7% | +143.3% |
| All | +735.8% | +304.4% | +431.4% | +397.6% |
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