+16.2%
FHN vs IAG
+377.5%
-361.3%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | 0.0% |
| 7D | +1.2% | -0.5% | +1.7% | +1.2% |
| 30D | -4.7% | +28.9% | -33.6% | -5.6% |
| 3M | +3.5% | +19.1% | -15.6% | +2.8% |
| 6M | +7.8% | -10.3% | +18.1% | +7.8% |
| YTD | +5.9% | +24.2% | -18.3% | +4.6% |
| 1Y | +12.5% | +116.5% | -104.0% | +8.9% |
| 3Y | +117.2% | +742.8% | -625.6% | +99.1% |
| 5Y | +86.5% | +753.3% | -666.8% | +67.8% |
| 10Y | +125.7% | +403.2% | -277.5% | +100.9% |
| All | +16.2% | +377.5% | -361.3% | -8.4% |
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