+990.2%
IBKR vs FHN
+128.3%
+861.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.4% |
| 7D | -1.3% | -1.2% | -0.1% | -0.9% |
| 30D | -0.2% | -4.8% | +4.6% | +1.6% |
| 3M | +3.0% | -0.7% | +3.7% | +3.0% |
| 6M | +33.9% | +10.6% | +23.2% | +28.6% |
| YTD | +42.5% | +4.6% | +37.9% | +40.0% |
| 1Y | +44.9% | +11.4% | +33.5% | +38.6% |
| 3Y | +293.0% | +132.3% | +160.7% | +186.8% |
| 5Y | +497.7% | +90.2% | +407.5% | +329.7% |
| All | +990.2% | +128.3% | +861.9% | +567.9% |
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