+55.6%
IOT vs FHN
+77.8%
-22.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.3% | -0.8% |
| 7D | -0.8% | -0.8% | 0.0% | -0.6% |
| 30D | -4.7% | -2.6% | -2.0% | -3.9% |
| 3M | +17.8% | +0.8% | +16.9% | +17.4% |
| 6M | +16.8% | +9.2% | +7.6% | +13.0% |
| YTD | +8.4% | +5.1% | +3.3% | +5.8% |
| 1Y | -0.8% | +12.2% | -13.0% | -5.4% |
| 3Y | +25.7% | +132.4% | -106.7% | -0.7% |
| All | +55.6% | +77.8% | -22.2% | +32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling