+9,589.6%
IRM vs FHN
+283.2%
+9,306.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -5.1% | +0.9% | -6.0% | -5.2% |
| 30D | -3.3% | +2.1% | -5.3% | -3.6% |
| 3M | -8.2% | -6.0% | -2.2% | -7.0% |
| 6M | -12.8% | -2.9% | -9.8% | -12.2% |
| YTD | +36.6% | +0.7% | +35.9% | +36.2% |
| 1Y | +11.9% | +11.0% | +0.9% | +9.3% |
| 3Y | +105.1% | +130.3% | -25.2% | +69.5% |
| 5Y | +182.4% | +61.3% | +121.1% | +139.9% |
| 10Y | +505.1% | +89.6% | +415.6% | +364.0% |
| All | +9,589.6% | +283.2% | +9,306.5% | +5,595.8% |
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 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