+50.5%
IVZ vs FHN
+106.3%
-55.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.1% | +4.6% | +5.5% |
| 7D | +4.1% | -0.5% | +4.6% | +4.6% |
| 30D | -2.0% | +1.9% | -4.0% | -2.9% |
| 3M | -7.8% | -6.9% | -0.9% | -3.9% |
| 6M | +6.3% | -3.1% | +9.4% | +8.0% |
| YTD | +12.6% | +0.6% | +12.0% | +12.0% |
| 1Y | +27.6% | +12.4% | +15.3% | +19.1% |
| 3Y | +154.0% | +133.7% | +20.3% | +54.6% |
| 5Y | +37.3% | +61.4% | -24.1% | -10.6% |
| 10Y | +50.5% | +97.9% | -47.3% | -24.5% |
| All | +50.5% | +106.3% | -55.7% | -24.5% |
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