+30.7%
IVZ vs FHN
+14.6%
+16.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.5% | +3.0% |
| 7D | +2.6% | +2.3% | +0.4% | +1.1% |
| 30D | -3.5% | +1.6% | -5.1% | -4.5% |
| 3M | -7.4% | -8.4% | +1.0% | -1.9% |
| 6M | +14.7% | -2.3% | +17.0% | +15.2% |
| YTD | +14.6% | +1.5% | +13.1% | +10.6% |
| 1Y | +30.7% | +15.0% | +15.7% | +15.0% |
| All | +30.7% | +14.6% | +16.1% | +15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling