+41.5%
IVZ vs FHN
+81.8%
-40.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.8% | +2.1% |
| 7D | +7.6% | +2.1% | +5.5% | +6.4% |
| 30D | +4.3% | +3.8% | +0.5% | +2.3% |
| 3M | -9.3% | -8.9% | -0.4% | -4.2% |
| 6M | +5.2% | +1.8% | +3.4% | +4.0% |
| YTD | +13.4% | +0.6% | +12.9% | +12.9% |
| 1Y | +25.4% | +12.9% | +12.4% | +16.7% |
| 3Y | +152.5% | +126.4% | +26.1% | +56.5% |
| 5Y | +36.7% | +62.3% | -25.6% | -11.3% |
| All | +41.5% | +81.8% | -40.4% | -24.1% |
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