+64.7%
IVZ vs FHN
+131.7%
-67.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +0.6% | +1.2% | -0.5% | -0.1% |
| 30D | +4.0% | -4.7% | +8.7% | +6.8% |
| 3M | +18.2% | +3.5% | +14.6% | +15.4% |
| 6M | +32.8% | +7.8% | +25.0% | +26.8% |
| YTD | +28.7% | +5.9% | +22.9% | +24.2% |
| 1Y | +55.4% | +12.5% | +42.9% | +43.8% |
| 3Y | +135.2% | +117.2% | +18.0% | +48.2% |
| 5Y | +64.2% | +86.5% | -22.4% | -3.3% |
| All | +64.7% | +131.7% | -67.1% | -26.1% |
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