-98.0%
IRE vs FHN
+18.1%
-116.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +0.5% | -14.9% | -14.7% |
| 7D | -31.8% | +2.1% | -34.0% | -32.7% |
| 30D | -71.8% | +3.8% | -75.5% | -72.5% |
| 3M | -88.9% | -8.9% | -80.0% | -88.1% |
| 6M | -95.4% | +1.8% | -97.2% | -95.8% |
| YTD | -94.2% | +0.6% | -94.8% | -94.7% |
| 1Y | -97.1% | +12.9% | -110.0% | -97.8% |
| All | -98.0% | +18.1% | -116.1% | -98.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling