+55.8%
IWF vs THC
+262.3%
-206.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +0.9% | +2.6% |
| 7D | -1.0% | +7.5% | -8.5% | -2.4% |
| 30D | -10.1% | +9.6% | -19.6% | -11.6% |
| 3M | -7.6% | +10.3% | -17.9% | -9.4% |
| 6M | -6.7% | +51.8% | -58.5% | -14.5% |
| YTD | -2.5% | +45.4% | -48.0% | -10.5% |
| 1Y | -2.1% | +40.8% | -42.9% | -9.7% |
| 3Y | +68.6% | +448.8% | -380.2% | +9.5% |
| 5Y | +55.8% | +263.4% | -207.6% | +9.2% |
| All | +55.8% | +262.3% | -206.5% | +9.2% |
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