+517.3%
IRM vs FHN
+81.8%
+435.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | +6.8% | +2.1% | +4.7% | +6.3% |
| 30D | +2.6% | +3.8% | -1.2% | +1.8% |
| 3M | -9.5% | -8.9% | -0.5% | -7.6% |
| 6M | -8.5% | +1.8% | -10.3% | -8.8% |
| YTD | +40.3% | +0.6% | +39.7% | +39.8% |
| 1Y | +28.7% | +12.9% | +15.7% | +25.0% |
| 3Y | +111.8% | +126.4% | -14.5% | +74.2% |
| 5Y | +189.1% | +62.3% | +126.8% | +142.2% |
| All | +517.3% | +81.8% | +435.4% | +341.8% |
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