-97.6%
IRE vs FHN
+18.2%
-115.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | +0.1% | -15.9% | -15.9% |
| 7D | -41.9% | +0.9% | -42.8% | -41.8% |
| 30D | -75.1% | +2.1% | -77.2% | -75.4% |
| 3M | -82.4% | -6.0% | -76.4% | -81.6% |
| 6M | -95.5% | -2.9% | -92.6% | -95.6% |
| YTD | -93.1% | +0.7% | -93.8% | -93.7% |
| 1Y | -97.8% | +11.0% | -108.8% | -98.1% |
| All | -97.6% | +18.2% | -115.8% | -98.3% |
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