-97.7%
IRE vs FHN
+14.6%
-112.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +1.7% | -24.9% | -23.8% |
| 7D | -46.8% | +2.3% | -49.1% | -47.5% |
| 30D | -75.5% | +1.6% | -77.1% | -75.8% |
| 3M | -79.4% | -8.4% | -71.0% | -78.3% |
| 6M | -91.3% | -2.3% | -89.0% | -91.4% |
| YTD | -90.8% | +1.5% | -92.3% | -91.6% |
| 1Y | -97.7% | +15.0% | -112.7% | -98.2% |
| All | -97.7% | +14.6% | -112.3% | -98.2% |
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