+4.8%
IYR vs THC
+248.0%
-243.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.3% |
| 7D | -0.4% | -2.6% | +2.2% | 0.0% |
| 30D | -2.5% | -1.2% | -1.4% | -2.4% |
| 3M | +1.5% | +58.9% | -57.5% | -7.0% |
| 6M | +3.9% | +9.3% | -5.5% | +1.5% |
| YTD | +9.5% | +30.4% | -20.8% | +3.2% |
| 1Y | +7.5% | +34.6% | -27.1% | +0.3% |
| 3Y | +30.8% | +246.7% | -215.9% | -3.1% |
| 5Y | +4.8% | +244.5% | -239.7% | -25.0% |
| All | +4.8% | +248.0% | -243.2% | -25.0% |
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