+84.0%
FHN vs IBN
+389.8%
-305.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -0.9% | +11.1% | -12.0% | -5.0% |
| 30D | +2.0% | +23.9% | -21.8% | -6.4% |
| 3M | -6.8% | +16.3% | -23.1% | -12.5% |
| 6M | -0.8% | +34.2% | -35.0% | -12.0% |
| YTD | +0.6% | +17.6% | -17.0% | -6.3% |
| 1Y | +11.5% | +13.8% | -2.3% | +5.1% |
| 3Y | +130.0% | +57.0% | +73.0% | +87.4% |
| 5Y | +60.8% | +75.3% | -14.5% | +23.2% |
| 10Y | +84.0% | +388.7% | -304.7% | -4.2% |
| All | +84.0% | +389.8% | -305.9% | -4.2% |
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