+418.8%
THC vs IAG
+621.5%
-202.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.2% | -8.3% | -1.7% |
| 7D | +3.7% | +21.4% | -17.7% | +1.9% |
| 30D | +9.0% | +4.0% | +5.0% | +8.4% |
| 3M | +10.4% | +17.0% | -6.6% | +8.4% |
| 6M | +45.7% | +1.4% | +44.3% | +44.4% |
| YTD | +42.6% | +13.8% | +28.8% | +38.7% |
| 1Y | +38.8% | +55.8% | -17.1% | +31.1% |
| 3Y | +418.8% | +647.4% | -228.6% | +307.0% |
| All | +418.8% | +621.5% | -202.7% | +307.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling