+40.7%
THC vs IFF
+44.8%
-4.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -4.9% | +14.5% | +10.7% |
| 7D | +8.8% | -3.3% | +12.1% | +9.4% |
| 30D | +12.6% | +5.3% | +7.3% | +10.4% |
| 3M | +15.4% | +8.9% | +6.5% | +11.7% |
| 6M | +57.7% | +26.3% | +31.3% | +46.1% |
| YTD | +47.1% | +32.2% | +14.9% | +34.7% |
| 1Y | +40.7% | +45.8% | -5.1% | +25.1% |
| All | +40.7% | +44.8% | -4.1% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling