+125.5%
FHN vs IFF
-20.3%
+145.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | -1.2% | -3.2% | +2.0% | 0.0% |
| 30D | -4.8% | -0.3% | -4.5% | -4.8% |
| 3M | -0.7% | +8.4% | -9.2% | -4.2% |
| 6M | +10.6% | +23.0% | -12.4% | +0.5% |
| YTD | +4.6% | +25.5% | -20.9% | -6.3% |
| 1Y | +11.4% | +29.1% | -17.7% | -1.8% |
| 3Y | +132.3% | +31.7% | +100.6% | +95.1% |
| 5Y | +90.2% | -35.2% | +125.4% | +109.6% |
| All | +125.5% | -20.3% | +145.7% | +118.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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