+546.9%
IBB vs FHN
+52.3%
+494.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.1% | +1.8% |
| 7D | -1.8% | -1.0% | -0.8% | -1.6% |
| 30D | +5.1% | +0.2% | +4.8% | +5.0% |
| 3M | +10.7% | -9.0% | +19.7% | +12.9% |
| 6M | +22.9% | -6.8% | +29.7% | +24.5% |
| YTD | +26.7% | -1.5% | +28.2% | +26.6% |
| 1Y | +35.1% | +10.9% | +24.2% | +31.3% |
| 3Y | +80.2% | +119.4% | -39.2% | +47.5% |
| 5Y | +37.8% | +57.5% | -19.7% | +15.5% |
| 10Y | +161.2% | +114.1% | +47.1% | +87.2% |
| All | +546.9% | +52.3% | +494.6% | +301.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling