+79.3%
IWF vs THC
+253.4%
-174.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +1.9% | -0.1% |
| 7D | +1.5% | -2.6% | +4.0% | +1.8% |
| 30D | -1.3% | -1.2% | -0.1% | -1.2% |
| 3M | +0.1% | +58.9% | -58.8% | -6.1% |
| 6M | +10.3% | +9.3% | +0.9% | +8.8% |
| YTD | +4.2% | +30.4% | -26.2% | -0.1% |
| 1Y | +9.3% | +34.6% | -25.3% | +4.0% |
| 3Y | +79.3% | +246.7% | -167.3% | +50.7% |
| All | +79.3% | +253.4% | -174.1% | +50.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling