+895.5%
ITOT vs FHN
+6.7%
+888.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | -0.9% | -1.2% | +0.3% | -0.6% |
| 30D | -1.5% | -4.8% | +3.3% | -0.2% |
| 3M | +3.6% | -0.7% | +4.3% | +3.6% |
| 6M | +13.7% | +10.6% | +3.1% | +10.5% |
| YTD | +12.9% | +4.6% | +8.3% | +11.2% |
| 1Y | +17.2% | +11.4% | +5.8% | +13.2% |
| 3Y | +75.6% | +132.3% | -56.6% | +38.0% |
| 5Y | +75.5% | +90.2% | -14.7% | +37.2% |
| 10Y | +302.0% | +127.4% | +174.5% | +176.8% |
| All | +895.5% | +6.7% | +888.8% | +624.5% |
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