+468.9%
THC vs IAG
+337.4%
+131.6%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.2% | -8.3% | -1.7% |
| 7D | +3.7% | +21.4% | -17.7% | +2.0% |
| 30D | +9.0% | +4.0% | +5.0% | +8.5% |
| 3M | +10.4% | +17.0% | -6.6% | +8.5% |
| 6M | +45.7% | +1.4% | +44.3% | +44.4% |
| YTD | +42.6% | +13.8% | +28.8% | +39.0% |
| 1Y | +38.8% | +55.8% | -17.1% | +31.6% |
| 3Y | +418.8% | +647.4% | -228.6% | +319.9% |
| 5Y | +275.7% | +519.1% | -243.5% | +199.4% |
| 10Y | +1,496.2% | +345.6% | +1,150.6% | +1,130.7% |
| All | +468.9% | +337.4% | +131.6% | +387.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling