+126.6%
FHN vs IAG
+423.2%
-296.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +0.8% |
| 7D | -0.8% | -4.1% | +3.3% | -0.8% |
| 30D | -2.6% | +10.6% | -13.3% | -2.8% |
| 3M | +0.8% | +35.4% | -34.5% | +0.4% |
| 6M | +9.2% | -9.5% | +18.8% | +9.2% |
| YTD | +5.1% | +21.8% | -16.7% | +4.7% |
| 1Y | +12.2% | +84.1% | -71.9% | +11.2% |
| 3Y | +132.4% | +817.4% | -684.9% | +126.7% |
| 5Y | +91.1% | +830.1% | -739.0% | +83.4% |
| All | +126.6% | +423.2% | -296.6% | +120.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling