+19.8%
IVZ vs THC
+47.9%
-28.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.8% | -0.9% |
| 7D | -2.8% | +0.2% | -3.0% | -2.8% |
| 30D | -2.2% | +9.0% | -11.2% | -2.9% |
| 3M | -8.1% | +12.9% | -21.0% | -9.1% |
| 6M | +3.8% | +52.8% | -49.1% | -0.4% |
| YTD | +11.5% | +47.4% | -36.0% | +8.6% |
| All | +19.8% | +47.9% | -28.1% | +16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling