+198.9%
FHN vs IBN
+1,532.9%
-1,334.0%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | +1.2% | +1.4% | -0.2% | +0.7% |
| 30D | -4.7% | -0.3% | -4.4% | -4.6% |
| 3M | +3.5% | +17.1% | -13.6% | -1.5% |
| 6M | +7.8% | +3.4% | +4.4% | +6.5% |
| YTD | +5.9% | +2.5% | +3.3% | +4.7% |
| 1Y | +12.5% | -4.2% | +16.6% | +13.2% |
| 3Y | +117.2% | +32.4% | +84.8% | +96.5% |
| 5Y | +86.5% | +59.2% | +27.4% | +57.2% |
| 10Y | +125.7% | +345.7% | -219.9% | +33.4% |
| All | +198.9% | +1,532.9% | -1,334.0% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling