+60.8%
FHN vs IAG
+461.2%
-400.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | -0.1% |
| 7D | -0.9% | +3.4% | -4.3% | -0.9% |
| 30D | +2.0% | -2.7% | +4.7% | +2.0% |
| 3M | -6.8% | -0.5% | -6.3% | -6.8% |
| 6M | -0.8% | -4.8% | +4.1% | -0.8% |
| YTD | +0.6% | +9.6% | -9.0% | +0.9% |
| 1Y | +11.5% | +32.2% | -20.7% | +12.2% |
| 3Y | +130.0% | +692.5% | -562.6% | +144.0% |
| 5Y | +60.8% | +447.6% | -386.8% | +71.9% |
| All | +60.8% | +461.2% | -400.4% | +71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling