+727.5%
IWF vs THC
+278.6%
+448.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | +0.5% | -0.7% | +1.2% | +0.6% |
| 30D | -0.4% | +1.3% | -1.7% | -0.6% |
| 3M | -2.6% | +64.2% | -66.9% | -9.1% |
| 6M | +9.1% | +8.3% | +0.9% | +7.3% |
| YTD | +4.5% | +33.4% | -28.9% | -0.3% |
| 1Y | +10.1% | +37.7% | -27.6% | +4.3% |
| 3Y | +77.6% | +236.8% | -159.1% | +47.4% |
| 5Y | +73.7% | +249.3% | -175.5% | +40.4% |
| 10Y | +411.5% | +995.2% | -583.7% | +223.1% |
| All | +727.5% | +278.6% | +448.9% | +452.3% |
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