+27.4%
IVZ vs THC
+274.4%
-247.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.3% |
| 7D | -2.4% | +3.7% | -6.1% | -3.4% |
| 30D | -11.2% | +9.0% | -20.3% | -13.3% |
| 3M | -14.0% | +10.4% | -24.4% | -16.5% |
| 6M | +0.5% | +45.7% | -45.2% | -10.7% |
| YTD | +5.4% | +42.6% | -37.1% | -6.7% |
| 1Y | +19.5% | +38.8% | -19.3% | +6.2% |
| 3Y | +128.7% | +418.8% | -290.1% | +24.1% |
| All | +27.4% | +274.4% | -247.0% | -28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling