+512.6%
IRM vs FHN
+90.7%
+421.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | -5.3% | -0.9% | -4.4% | -5.0% |
| 30D | -2.3% | +2.0% | -4.4% | -2.7% |
| 3M | -7.4% | -6.8% | -0.6% | -5.9% |
| 6M | -12.2% | -0.8% | -11.5% | -12.1% |
| YTD | +38.6% | +0.6% | +38.1% | +38.2% |
| 1Y | +14.9% | +11.5% | +3.4% | +12.0% |
| 3Y | +108.2% | +130.0% | -21.8% | +70.6% |
| 5Y | +183.8% | +60.8% | +123.0% | +138.5% |
| 10Y | +512.6% | +84.0% | +428.6% | +340.2% |
| All | +512.6% | +90.7% | +421.9% | +340.2% |
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