+26.5%
IP vs FHN
+109.0%
-82.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.2% | +1.0% |
| 7D | -5.1% | -1.0% | -4.1% | -4.7% |
| 30D | +8.5% | +0.2% | +8.3% | +8.5% |
| 3M | -13.8% | -9.0% | -4.8% | -10.8% |
| 6M | +5.7% | -6.8% | +12.6% | +8.6% |
| YTD | -9.1% | -1.5% | -7.6% | -8.7% |
| 1Y | -0.8% | +10.9% | -11.8% | -4.6% |
| 3Y | +14.8% | +119.4% | -104.6% | -16.1% |
| 5Y | -11.5% | +57.5% | -69.1% | -33.7% |
| All | +26.5% | +109.0% | -82.5% | -21.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling