-97.9%
IRE vs FHN
+16.0%
-113.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -33.9% | -2.6% | -31.3% | -32.3% |
| 7D | -57.1% | -2.3% | -54.9% | -56.2% |
| 30D | -84.4% | -0.9% | -83.5% | -84.3% |
| 3M | -85.0% | -11.0% | -73.9% | -83.5% |
| 6M | -95.2% | -5.4% | -89.8% | -95.2% |
| YTD | -93.9% | -1.2% | -92.8% | -94.4% |
| 1Y | -98.8% | +10.5% | -109.3% | -99.1% |
| All | -97.9% | +16.0% | -113.9% | -98.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling