+1,800.1%
THC vs IAG
+326.7%
+1,473.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.8% | -3.8% | +1.6% |
| 7D | +7.5% | +24.0% | -16.5% | +5.7% |
| 30D | +9.6% | +5.5% | +4.0% | +8.9% |
| 3M | +10.3% | +8.3% | +2.0% | +9.3% |
| 6M | +51.8% | +6.1% | +45.7% | +50.1% |
| YTD | +45.4% | +20.3% | +25.1% | +41.5% |
| 1Y | +40.8% | +56.5% | -15.7% | +34.2% |
| 3Y | +448.8% | +762.6% | -313.8% | +350.5% |
| 5Y | +263.4% | +546.3% | -282.9% | +193.7% |
| 10Y | +1,800.1% | +356.1% | +1,444.0% | +1,447.6% |
| All | +1,800.1% | +326.7% | +1,473.4% | +1,447.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling