+137.1%
IBB vs FHN
+106.3%
+30.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.1% | +0.7% | +2.4% |
| 7D | +2.7% | -0.5% | +3.2% | +2.8% |
| 30D | +6.3% | +1.9% | +4.4% | +6.0% |
| 3M | +11.1% | -6.9% | +18.0% | +12.4% |
| 6M | +29.2% | -3.1% | +32.3% | +29.7% |
| YTD | +30.2% | +0.6% | +29.6% | +29.6% |
| 1Y | +39.5% | +12.4% | +27.1% | +36.0% |
| 3Y | +92.3% | +133.7% | -41.4% | +62.4% |
| 5Y | +43.0% | +61.4% | -18.4% | +23.8% |
| 10Y | +137.1% | +97.9% | +39.2% | +81.2% |
| All | +137.1% | +106.3% | +30.8% | +81.2% |
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