+204.4%
IEFA vs FHN
+281.3%
-76.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | +2.2% | +2.1% | +0.1% | +1.7% |
| 30D | +1.1% | +3.8% | -2.7% | +0.2% |
| 3M | -4.3% | -8.9% | +4.7% | -2.2% |
| 6M | +1.4% | +1.8% | -0.4% | +0.8% |
| YTD | +10.1% | +0.6% | +9.5% | +9.6% |
| 1Y | +12.9% | +12.9% | 0.0% | +9.4% |
| 3Y | +65.8% | +126.4% | -60.6% | +33.8% |
| 5Y | +47.7% | +62.3% | -14.6% | +21.6% |
| 10Y | +146.8% | +84.0% | +62.8% | +77.7% |
| All | +204.4% | +281.3% | -76.9% | +71.9% |
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 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