+191.0%
IRM vs FHN
+88.9%
+102.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.5% |
| 7D | +1.6% | +2.7% | -1.0% | +1.2% |
| 30D | -4.2% | -3.1% | -1.1% | -3.7% |
| 3M | -5.4% | +2.3% | -7.7% | -5.7% |
| 6M | +12.0% | +9.7% | +2.3% | +10.6% |
| YTD | +42.0% | +4.7% | +37.3% | +40.9% |
| 1Y | +29.9% | +13.8% | +16.1% | +27.1% |
| 3Y | +104.4% | +131.6% | -27.2% | +84.6% |
| 5Y | +191.0% | +91.1% | +99.9% | +155.9% |
| All | +191.0% | +88.9% | +102.1% | +155.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling