+10,042.6%
IRM vs FHN
+302.8%
+9,739.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | -0.5% | +1.2% | -1.6% | -0.7% |
| 30D | -8.1% | -4.7% | -3.4% | -7.1% |
| 3M | -9.7% | +3.5% | -13.2% | -10.3% |
| 6M | +10.0% | +7.8% | +2.2% | +8.3% |
| YTD | +43.0% | +5.9% | +37.1% | +41.1% |
| 1Y | +32.7% | +12.5% | +20.2% | +28.9% |
| 3Y | +102.7% | +117.2% | -14.5% | +69.2% |
| 5Y | +187.6% | +86.5% | +101.0% | +136.6% |
| 10Y | +420.1% | +125.7% | +294.4% | +283.8% |
| All | +10,042.6% | +302.8% | +9,739.8% | +5,799.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling