+111.2%
IAU vs FHN
+61.0%
+50.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.2% |
| 7D | -2.0% | -0.9% | -1.1% | -2.0% |
| 30D | -4.4% | +2.0% | -6.5% | -4.4% |
| 3M | -8.9% | -6.8% | -2.1% | -9.0% |
| 6M | -15.9% | -0.8% | -15.2% | -16.0% |
| YTD | -7.8% | +0.6% | -8.3% | -7.7% |
| 1Y | -3.8% | +11.5% | -15.3% | -3.4% |
| 3Y | +104.3% | +130.0% | -25.6% | +109.7% |
| 5Y | +111.2% | +60.8% | +50.4% | +113.0% |
| All | +111.2% | +61.0% | +50.2% | +113.0% |
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