+776.1%
IVV vs THC
+274.2%
+501.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | +0.1% | -0.7% | +0.8% | +0.2% |
| 30D | +0.1% | +1.3% | -1.2% | -0.1% |
| 3M | +2.0% | +64.2% | -62.3% | -5.0% |
| 6M | +13.0% | +8.3% | +4.8% | +11.1% |
| YTD | +13.6% | +33.4% | -19.8% | +8.2% |
| 1Y | +20.1% | +37.7% | -17.6% | +13.6% |
| 3Y | +77.6% | +236.8% | -159.2% | +46.3% |
| 5Y | +82.5% | +249.3% | -166.8% | +45.8% |
| 10Y | +316.5% | +995.2% | -678.7% | +156.9% |
| All | +776.1% | +274.2% | +501.9% | +427.5% |
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