+886.2%
IVZ vs FHN
+357.0%
+529.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -2.6% | -5.4% | -6.6% |
| 7D | -6.7% | -2.3% | -4.4% | -5.4% |
| 30D | -10.9% | -0.9% | -9.9% | -10.3% |
| 3M | -14.8% | -11.0% | -3.8% | -9.4% |
| 6M | +2.4% | -5.4% | +7.8% | +5.3% |
| YTD | +5.4% | -1.2% | +6.6% | +5.9% |
| 1Y | +19.6% | +10.5% | +9.1% | +13.2% |
| 3Y | +122.4% | +115.1% | +7.3% | +46.4% |
| 5Y | +28.8% | +58.1% | -29.3% | -11.3% |
| 10Y | +52.3% | +114.9% | -62.6% | -14.5% |
| All | +886.2% | +357.0% | +529.2% | +280.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling