+1,395.9%
IBKR vs FHN
+5.4%
+1,390.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.2% |
| 7D | -3.8% | -0.8% | -3.0% | -3.5% |
| 30D | -0.3% | -2.6% | +2.3% | +0.6% |
| 3M | +4.8% | +0.8% | +3.9% | +4.3% |
| 6M | +30.8% | +9.2% | +21.6% | +26.6% |
| YTD | +39.5% | +5.1% | +34.3% | +37.0% |
| 1Y | +43.7% | +12.2% | +31.4% | +37.6% |
| 3Y | +284.7% | +132.4% | +152.2% | +183.7% |
| 5Y | +484.9% | +91.1% | +393.8% | +329.6% |
| 10Y | +980.8% | +128.5% | +852.3% | +589.3% |
| All | +1,395.9% | +5.4% | +1,390.5% | +796.6% |
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