+499.2%
THC vs IFF
+856.0%
-356.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | -0.7% | -1.8% | +1.2% | +0.2% |
| 30D | +1.3% | -2.0% | +3.2% | +2.0% |
| 3M | +64.2% | +18.5% | +45.7% | +51.1% |
| 6M | +8.3% | +11.7% | -3.4% | +0.9% |
| YTD | +33.4% | +29.6% | +3.8% | +15.1% |
| 1Y | +37.7% | +35.0% | +2.7% | +16.0% |
| 3Y | +236.8% | +32.3% | +204.5% | +179.7% |
| 5Y | +249.3% | -34.6% | +283.8% | +294.3% |
| 10Y | +995.2% | -20.6% | +1,015.9% | +1,003.8% |
| All | +499.2% | +856.0% | -356.8% | +92.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling