+28.8%
IVZ vs THC
+287.8%
-259.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -2.0% | -6.0% | -7.5% |
| 7D | -6.7% | +5.9% | -12.6% | -8.1% |
| 30D | -10.9% | +10.8% | -21.7% | -13.4% |
| 3M | -14.8% | +9.4% | -24.3% | -17.1% |
| 6M | +2.4% | +53.3% | -50.9% | -10.3% |
| YTD | +5.4% | +44.2% | -38.7% | -7.0% |
| 1Y | +19.6% | +37.3% | -17.8% | +6.7% |
| 3Y | +122.4% | +421.6% | -299.2% | +20.6% |
| 5Y | +28.8% | +279.8% | -251.1% | -27.7% |
| All | +28.8% | +287.8% | -259.0% | -27.7% |
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 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