+215.7%
IEFA vs FHN
+297.0%
-81.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.3% |
| 7D | +1.2% | +2.7% | -1.5% | +0.5% |
| 30D | -0.6% | -3.1% | +2.5% | +0.1% |
| 3M | +6.2% | +2.3% | +3.9% | +5.5% |
| 6M | +11.2% | +9.7% | +1.4% | +8.7% |
| YTD | +14.2% | +4.7% | +9.4% | +12.6% |
| 1Y | +20.0% | +13.8% | +6.3% | +15.8% |
| 3Y | +68.8% | +131.6% | -62.8% | +35.3% |
| 5Y | +52.7% | +91.1% | -38.5% | +20.1% |
| 10Y | +144.2% | +126.6% | +17.6% | +63.3% |
| All | +215.7% | +297.0% | -81.4% | +76.7% |
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