+147.9%
IVZ vs FHN
+132.8%
+15.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.3% | -0.2% |
| 7D | +2.2% | +0.9% | +1.3% | +1.8% |
| 30D | -2.2% | +2.1% | -4.2% | -3.3% |
| 3M | -8.4% | -6.0% | -2.5% | -4.6% |
| 6M | +6.2% | -2.9% | +9.1% | +7.8% |
| YTD | +12.4% | +0.7% | +11.7% | +11.3% |
| 1Y | +26.0% | +11.0% | +15.0% | +17.0% |
| 3Y | +147.9% | +130.3% | +17.6% | +42.9% |
| All | +147.9% | +132.8% | +15.1% | +42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling