+23.3%
IRM vs FHN
+13.3%
+10.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.7% |
| 7D | +3.0% | 0.0% | +3.0% | +3.0% |
| 30D | -5.2% | -2.6% | -2.6% | -4.5% |
| 3M | -8.0% | 0.0% | -8.1% | -7.8% |
| 6M | +9.2% | +9.2% | -0.1% | +8.1% |
| YTD | +41.0% | +4.3% | +36.6% | +39.4% |
| 1Y | +23.3% | +10.8% | +12.5% | +22.9% |
| All | +23.3% | +13.3% | +10.0% | +22.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling