+34.6%
THC vs IAG
+100.7%
-66.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -2.1% |
| 7D | -2.6% | +4.3% | -6.8% | -2.9% |
| 30D | -1.2% | +9.8% | -10.9% | -2.0% |
| 3M | +58.9% | +28.9% | +30.0% | +55.3% |
| 6M | +9.3% | -7.6% | +16.9% | +8.4% |
| YTD | +30.4% | +22.0% | +8.4% | +26.9% |
| 1Y | +34.6% | +99.5% | -64.9% | +32.2% |
| All | +34.6% | +100.7% | -66.1% | +32.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling