+10.4%
FHN vs IAG
+303.8%
-293.4%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | +0.5% |
| 7D | +2.1% | -7.7% | +9.8% | +2.4% |
| 30D | +3.8% | +1.6% | +2.2% | +3.7% |
| 3M | -8.9% | -2.4% | -6.5% | -9.0% |
| 6M | +1.8% | -7.8% | +9.6% | +1.8% |
| YTD | +0.6% | +5.0% | -4.5% | -0.2% |
| 1Y | +12.9% | +25.7% | -12.8% | +11.4% |
| 3Y | +126.4% | +694.5% | -568.1% | +107.9% |
| 5Y | +62.3% | +421.7% | -359.4% | +48.9% |
| 10Y | +84.0% | +382.5% | -298.5% | +64.1% |
| All | +10.4% | +303.8% | -293.4% | -12.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling