+22.9%
IP vs FHN
+125.4%
-102.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | -5.3% | +1.2% | -6.4% | -5.7% |
| 30D | -10.9% | -4.7% | -6.2% | -9.3% |
| 3M | +11.2% | +3.5% | +7.6% | +9.7% |
| 6M | -10.2% | +7.8% | -18.0% | -12.6% |
| YTD | -2.0% | +5.9% | -7.9% | -4.1% |
| 1Y | -19.1% | +12.5% | -31.6% | -23.0% |
| 3Y | +20.9% | +117.2% | -96.4% | -11.6% |
| 5Y | -17.8% | +86.5% | -104.4% | -42.9% |
| All | +22.9% | +125.4% | -102.5% | -29.6% |
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