+434.2%
IRM vs FHN
+128.3%
+305.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.1% |
| 7D | -1.4% | -1.2% | -0.2% | -1.2% |
| 30D | -7.4% | -4.8% | -2.6% | -6.4% |
| 3M | -7.4% | -0.7% | -6.6% | -7.2% |
| 6M | +8.7% | +10.6% | -2.0% | +6.3% |
| YTD | +40.9% | +4.6% | +36.3% | +39.3% |
| 1Y | +20.5% | +11.4% | +9.2% | +17.2% |
| 3Y | +101.7% | +132.3% | -30.5% | +65.4% |
| 5Y | +197.7% | +90.2% | +107.5% | +140.2% |
| All | +434.2% | +128.3% | +305.9% | +277.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling