+23.7%
IP vs FHN
+94.7%
-71.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.3% | -1.2% |
| 7D | 0.0% | +0.9% | -0.9% | -0.3% |
| 30D | +9.4% | +2.1% | +7.3% | +8.6% |
| 3M | -14.1% | -6.0% | -8.1% | -12.1% |
| 6M | +9.2% | -2.9% | +12.1% | +10.4% |
| YTD | -7.5% | +0.7% | -8.3% | -7.9% |
| 1Y | -2.8% | +11.0% | -13.8% | -6.6% |
| 3Y | +21.2% | +130.3% | -109.0% | -13.0% |
| 5Y | -11.5% | +61.3% | -72.8% | -34.3% |
| 10Y | +23.7% | +89.6% | -65.9% | -20.4% |
| All | +23.7% | +94.7% | -71.1% | -20.4% |
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