+126.4%
FHN vs IAG
+696.0%
-569.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | 0.0% |
| 7D | -0.9% | +3.4% | -4.3% | -1.0% |
| 30D | +2.0% | -2.7% | +4.7% | +2.0% |
| 3M | -6.8% | -0.5% | -6.3% | -6.9% |
| 6M | -0.8% | -4.8% | +4.1% | -0.9% |
| YTD | +0.6% | +9.6% | -9.0% | -0.3% |
| 1Y | +11.5% | +32.2% | -20.7% | +10.0% |
| All | +126.4% | +696.0% | -569.7% | +101.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling