-83.7%
IRE vs FHN
+24.3%
-108.0%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -0.1% | +14.1% | +14.1% |
| 7D | +54.8% | +1.2% | +53.6% | +53.3% |
| 30D | +18.4% | -4.7% | +23.1% | +23.1% |
| 3M | -66.7% | +3.5% | -70.3% | -69.3% |
| 6M | -52.3% | +7.8% | -60.1% | -57.5% |
| YTD | -52.3% | +5.9% | -58.2% | -58.1% |
| All | -83.7% | +24.3% | -108.0% | -88.9% |
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 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