+261.2%
THC vs IAG
+790.4%
-529.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +0.8% |
| 7D | -0.7% | -0.5% | -0.1% | -0.6% |
| 30D | +1.3% | +28.9% | -27.6% | -1.2% |
| 3M | +64.2% | +19.1% | +45.1% | +61.0% |
| 6M | +8.3% | -10.3% | +18.5% | +8.3% |
| YTD | +33.4% | +24.2% | +9.2% | +29.0% |
| 1Y | +37.7% | +116.5% | -78.8% | +26.0% |
| All | +261.2% | +790.4% | -529.2% | +174.1% |
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