+205.1%
IWD vs THC
+1,421.6%
-1,216.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.2% |
| 7D | -0.5% | +3.7% | -4.2% | -1.0% |
| 30D | +2.7% | +9.0% | -6.4% | +1.3% |
| 3M | +0.9% | +10.4% | -9.5% | -0.7% |
| 6M | +10.5% | +45.7% | -35.1% | +3.9% |
| YTD | +23.7% | +42.6% | -18.9% | +16.1% |
| 1Y | +28.7% | +38.8% | -10.0% | +21.1% |
| 3Y | +79.7% | +418.8% | -339.1% | +35.5% |
| 5Y | +69.7% | +275.7% | -206.0% | +30.2% |
| All | +205.1% | +1,421.6% | -1,216.6% | +85.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling