+126.9%
FHN vs IBN
+312.2%
-185.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.4% | +0.3% |
| 7D | 0.0% | -5.1% | +5.1% | +2.1% |
| 30D | -2.6% | -3.5% | +0.9% | -1.3% |
| 3M | 0.0% | +11.3% | -11.3% | -4.3% |
| 6M | +9.2% | +4.4% | +4.8% | +7.0% |
| YTD | +4.3% | -1.8% | +6.2% | +4.5% |
| 1Y | +10.8% | -8.0% | +18.7% | +13.4% |
| 3Y | +130.7% | +27.1% | +103.6% | +105.3% |
| 5Y | +87.4% | +54.5% | +32.9% | +50.8% |
| 10Y | +126.9% | +314.2% | -187.4% | +27.4% |
| All | +126.9% | +312.2% | -185.3% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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