+42.4%
IVZ vs THC
+1,879.5%
-1,837.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.8% | -1.1% |
| 7D | -2.8% | +0.2% | -3.0% | -2.8% |
| 30D | -2.2% | +9.0% | -11.2% | -4.3% |
| 3M | -8.1% | +12.9% | -21.0% | -11.1% |
| 6M | +3.8% | +52.8% | -49.1% | -8.1% |
| YTD | +11.5% | +47.4% | -36.0% | -1.4% |
| 1Y | +23.7% | +47.7% | -24.0% | +9.1% |
| 3Y | +145.8% | +444.7% | -298.9% | +47.5% |
| 5Y | +36.1% | +269.3% | -233.1% | -13.3% |
| 10Y | +42.4% | +1,913.5% | -1,871.1% | -42.1% |
| All | +42.4% | +1,879.5% | -1,837.1% | -42.1% |
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