+354.4%
THC vs IBN
+1,532.9%
-1,178.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | -0.7% | +1.4% | -2.1% | -1.0% |
| 30D | +1.3% | -0.3% | +1.6% | +1.3% |
| 3M | +64.2% | +17.1% | +47.1% | +58.4% |
| 6M | +8.3% | +3.4% | +4.9% | +7.4% |
| YTD | +33.4% | +2.5% | +30.8% | +32.4% |
| 1Y | +37.7% | -4.2% | +41.8% | +38.6% |
| 3Y | +236.8% | +32.4% | +204.4% | +213.2% |
| 5Y | +249.3% | +59.2% | +190.1% | +210.1% |
| 10Y | +995.2% | +345.7% | +649.6% | +666.5% |
| All | +354.4% | +1,532.9% | -1,178.5% | +201.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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