+121.6%
IBB vs FHN
+126.5%
-4.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -2.0% |
| 7D | -1.7% | +2.7% | -4.3% | -2.1% |
| 30D | +4.9% | -3.1% | +8.0% | +5.4% |
| 3M | +24.2% | +2.3% | +21.9% | +23.5% |
| 6M | +23.8% | +9.7% | +14.1% | +21.4% |
| YTD | +23.0% | +4.7% | +18.2% | +21.5% |
| 1Y | +46.2% | +13.8% | +32.4% | +41.8% |
| 3Y | +64.8% | +131.6% | -66.7% | +38.4% |
| 5Y | +20.9% | +91.1% | -70.2% | +0.2% |
| 10Y | +121.6% | +126.6% | -5.1% | +48.3% |
| All | +121.6% | +126.5% | -4.9% | +48.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling