+11.7%
FHN vs IBN
+15.5%
-3.8%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.2% |
| 7D | +0.9% | +15.8% | -14.9% | -3.4% |
| 30D | +2.1% | +25.1% | -23.0% | -4.7% |
| 3M | -6.0% | +16.0% | -21.9% | -10.1% |
| 6M | -2.9% | +32.8% | -35.7% | -11.8% |
| YTD | +0.7% | +18.0% | -17.3% | -5.9% |
| All | +11.7% | +15.5% | -3.8% | +3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling