+319.9%
IP vs FHN
+1,696.3%
-1,376.4%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.6% | -1.3% | -3.1% |
| 7D | -5.0% | -2.3% | -2.7% | -4.2% |
| 30D | +6.5% | -0.9% | +7.5% | +6.9% |
| 3M | -18.0% | -11.0% | -7.0% | -14.7% |
| 6M | +10.3% | -5.4% | +15.7% | +12.5% |
| YTD | -9.9% | -1.2% | -8.7% | -9.6% |
| 1Y | -1.1% | +10.5% | -11.6% | -4.4% |
| 3Y | +13.0% | +115.1% | -102.1% | -14.9% |
| 5Y | -12.3% | +58.1% | -70.4% | -32.2% |
| 10Y | +26.8% | +114.9% | -88.0% | -17.6% |
| All | +319.9% | +1,696.3% | -1,376.4% | +47.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling