-0.8%
IP vs FHN
+10.6%
-11.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.2% | +1.1% |
| 7D | -5.1% | -1.0% | -4.1% | -4.3% |
| 30D | +8.5% | +0.2% | +8.3% | +8.4% |
| 3M | -13.8% | -9.0% | -4.8% | -8.6% |
| 6M | +5.7% | -6.8% | +12.6% | +10.3% |
| YTD | -9.1% | -1.5% | -7.6% | -10.6% |
| 1Y | -0.8% | +10.9% | -11.8% | -11.8% |
| All | -0.8% | +10.6% | -11.5% | -11.8% |
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