+385.7%
THC vs IBN
+1,726.4%
-1,340.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.2% | -5.3% | -2.1% |
| 7D | +3.7% | +15.1% | -11.4% | +0.3% |
| 30D | +9.0% | +21.6% | -12.6% | +4.1% |
| 3M | +10.4% | +11.2% | -0.8% | +7.6% |
| 6M | +45.7% | +27.8% | +17.9% | +37.5% |
| YTD | +42.6% | +14.7% | +27.9% | +37.8% |
| 1Y | +38.8% | +14.4% | +24.3% | +34.1% |
| 3Y | +418.8% | +52.1% | +366.7% | +366.8% |
| 5Y | +275.7% | +70.7% | +205.0% | +228.4% |
| 10Y | +1,496.2% | +385.5% | +1,110.7% | +994.7% |
| All | +385.7% | +1,726.4% | -1,340.7% | +213.7% |
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