-19.1%
IP vs FHN
+13.2%
-32.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | -5.3% | +1.2% | -6.4% | -5.8% |
| 30D | -10.9% | -4.7% | -6.2% | -8.9% |
| 3M | +11.2% | +3.5% | +7.6% | +9.5% |
| 6M | -10.2% | +7.8% | -18.0% | -13.3% |
| YTD | -2.0% | +5.9% | -7.9% | -5.0% |
| 1Y | -19.1% | +12.5% | -31.6% | -22.7% |
| All | -19.1% | +13.2% | -32.3% | -22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling