+124.9%
FHN vs IAG
+434.9%
-310.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.4% |
| 7D | 0.0% | +1.7% | -1.6% | 0.0% |
| 30D | -2.6% | +11.4% | -14.0% | -2.7% |
| 3M | 0.0% | +33.0% | -33.0% | -0.4% |
| 6M | +9.2% | -6.0% | +15.2% | +9.2% |
| YTD | +4.3% | +24.6% | -20.2% | +3.9% |
| 1Y | +10.8% | +105.0% | -94.2% | +9.6% |
| 3Y | +130.7% | +837.9% | -707.2% | +125.0% |
| 5Y | +87.4% | +817.0% | -729.6% | +80.0% |
| All | +124.9% | +434.9% | -310.0% | +118.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling