+130.3%
FHN vs IBN
+57.6%
+72.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -4.6% |
| 3M | -6.0% | +16.0% | -21.9% | -10.1% |
| 6M | -2.9% | +32.8% | -35.7% | -11.2% |
| YTD | +0.7% | +18.0% | -17.3% | -4.9% |
| 1Y | +11.0% | +15.9% | -4.9% | +5.3% |
| 3Y | +130.3% | +57.6% | +72.6% | +98.5% |
| All | +130.3% | +57.6% | +72.7% | +98.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling