+309.6%
IVV vs FHN
+106.3%
+203.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.1% | +0.2% | +1.8% |
| 7D | +0.1% | -0.5% | +0.6% | +0.2% |
| 30D | -3.3% | +1.9% | -5.3% | -3.8% |
| 3M | -2.4% | -6.9% | +4.6% | -0.7% |
| 6M | +2.6% | -3.1% | +5.7% | +3.2% |
| YTD | +11.3% | +0.6% | +10.7% | +10.7% |
| 1Y | +13.4% | +12.4% | +1.1% | +9.7% |
| 3Y | +80.3% | +133.7% | -53.4% | +43.8% |
| 5Y | +72.7% | +61.4% | +11.4% | +42.7% |
| 10Y | +309.6% | +97.9% | +211.8% | +202.7% |
| All | +309.6% | +106.3% | +203.4% | +202.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling