-97.8%
IRE vs FHN
+12.0%
-109.8%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | +0.1% | -15.9% | -15.9% |
| 7D | -41.9% | +0.9% | -42.8% | -41.7% |
| 30D | -75.1% | +2.1% | -77.2% | -75.2% |
| 3M | -82.4% | -6.0% | -76.4% | -81.7% |
| 6M | -95.5% | -2.9% | -92.6% | -95.6% |
| YTD | -93.1% | +0.7% | -93.8% | -93.5% |
| 1Y | -97.8% | +11.0% | -108.8% | -98.0% |
| All | -97.8% | +12.0% | -109.8% | -98.0% |
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