+886.2%
IVZ vs THC
+587.8%
+298.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -2.0% | -6.0% | -7.6% |
| 7D | -6.7% | +5.9% | -12.6% | -7.9% |
| 30D | -10.9% | +10.8% | -21.7% | -13.0% |
| 3M | -14.8% | +9.4% | -24.3% | -16.7% |
| 6M | +2.4% | +53.3% | -50.9% | -8.2% |
| YTD | +5.4% | +44.2% | -38.7% | -5.0% |
| 1Y | +19.6% | +37.3% | -17.8% | +8.7% |
| 3Y | +122.4% | +421.6% | -299.2% | +44.4% |
| 5Y | +28.8% | +279.8% | -251.1% | -13.2% |
| 10Y | +52.3% | +1,513.9% | -1,461.6% | -36.4% |
| All | +886.2% | +587.8% | +298.4% | +229.6% |
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