-52.3%
IRE vs FHN
+7.5%
-59.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -0.1% | +14.1% | +14.1% |
| 7D | +54.8% | +1.2% | +53.6% | +52.9% |
| 30D | +18.4% | -4.7% | +23.1% | +23.3% |
| 3M | -66.7% | +3.5% | -70.3% | -71.3% |
| 6M | -52.3% | +7.8% | -60.1% | -61.5% |
| All | -52.3% | +7.5% | -59.8% | -61.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling