+1,104.4%
IVZ vs THC
+536.4%
+567.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | +0.6% | -0.7% | +1.3% | +0.8% |
| 30D | +4.0% | +1.3% | +2.7% | +3.6% |
| 3M | +18.2% | +64.2% | -46.1% | +4.6% |
| 6M | +32.8% | +8.3% | +24.6% | +28.9% |
| YTD | +28.7% | +33.4% | -4.6% | +18.3% |
| 1Y | +55.4% | +37.7% | +17.7% | +41.1% |
| 3Y | +135.2% | +236.8% | -101.6% | +68.9% |
| 5Y | +64.2% | +249.3% | -185.1% | +12.7% |
| 10Y | +64.6% | +995.2% | -930.6% | -25.3% |
| All | +1,104.4% | +536.4% | +567.9% | +310.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling