+432.2%
THC vs IAG
+377.5%
+54.7%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.1% |
| 3M | +64.2% | +19.1% | +45.1% | +61.1% |
| 6M | +8.3% | -10.3% | +18.5% | +8.4% |
| YTD | +33.4% | +24.2% | +9.2% | +29.3% |
| 1Y | +37.7% | +116.5% | -78.8% | +26.8% |
| 3Y | +236.8% | +742.8% | -506.0% | +169.9% |
| 5Y | +249.3% | +753.3% | -504.1% | +171.2% |
| 10Y | +995.2% | +403.2% | +592.1% | +733.9% |
| All | +432.2% | +377.5% | +54.7% | +353.0% |
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