+139.8%
IAU vs FHN
+90.8%
+49.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.8% |
| 7D | +0.7% | +2.7% | -1.9% | +0.8% |
| 30D | +0.3% | -3.1% | +3.4% | +0.3% |
| 3M | +0.7% | +2.3% | -1.6% | +0.7% |
| 6M | -15.5% | +9.7% | -25.2% | -15.3% |
| YTD | +1.0% | +4.7% | -3.8% | +1.1% |
| 1Y | +19.6% | +13.8% | +5.8% | +20.1% |
| 3Y | +125.4% | +131.6% | -6.1% | +131.5% |
| All | +139.8% | +90.8% | +49.0% | +146.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 5y: compounded portfolio wealth divided by compounded FHN 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…
5y analysis · Full analysis span regression · 6 months rolling