+19.5%
IVZ vs THC
+35.6%
-16.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.1% |
| 7D | -2.4% | +3.7% | -6.1% | -2.8% |
| 30D | -11.2% | +9.0% | -20.3% | -11.8% |
| 3M | -14.0% | +10.4% | -24.4% | -14.7% |
| 6M | +0.5% | +45.7% | -45.2% | -3.1% |
| YTD | +5.4% | +42.6% | -37.1% | +3.2% |
| 1Y | +19.5% | +38.8% | -19.3% | +17.3% |
| All | +19.5% | +35.6% | -16.1% | +17.3% |
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