+307.4%
IVV vs FHN
+94.7%
+212.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -0.6% | +0.9% | -1.5% | -0.8% |
| 30D | -3.7% | +2.1% | -5.7% | -4.1% |
| 3M | -2.7% | -6.0% | +3.2% | -1.3% |
| 6M | +2.2% | -2.9% | +5.2% | +2.8% |
| YTD | +10.9% | +0.7% | +10.2% | +10.3% |
| 1Y | +11.3% | +11.0% | +0.3% | +8.0% |
| 3Y | +76.9% | +130.3% | -53.4% | +41.5% |
| 5Y | +73.5% | +61.3% | +12.2% | +43.3% |
| 10Y | +307.4% | +89.6% | +217.8% | +202.5% |
| All | +307.4% | +94.7% | +212.7% | +202.5% |
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 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