+682.7%
IWF vs THC
+318.5%
+364.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.4% | +2.2% |
| 7D | -1.1% | +0.2% | -1.3% | -1.1% |
| 30D | -8.3% | +9.0% | -17.3% | -9.3% |
| 3M | -5.6% | +12.9% | -18.5% | -7.2% |
| 6M | -5.4% | +52.8% | -58.3% | -11.1% |
| YTD | -1.2% | +47.4% | -48.6% | -7.0% |
| 1Y | -2.7% | +47.7% | -50.4% | -8.5% |
| 3Y | +67.8% | +444.7% | -376.9% | +31.0% |
| 5Y | +60.1% | +269.3% | -209.2% | +28.4% |
| 10Y | +392.2% | +1,913.5% | -1,521.4% | +190.8% |
| All | +682.7% | +318.5% | +364.2% | +415.2% |
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 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