+194.7%
IWD vs FHN
+126.5%
+68.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.5% |
| 7D | -0.2% | +2.7% | -2.8% | -0.9% |
| 30D | -0.8% | -3.1% | +2.3% | +0.1% |
| 3M | +8.0% | +2.3% | +5.7% | +7.2% |
| 6M | +18.2% | +9.7% | +8.4% | +14.8% |
| YTD | +22.3% | +4.7% | +17.6% | +20.2% |
| 1Y | +28.9% | +13.8% | +15.1% | +23.2% |
| 3Y | +71.5% | +131.6% | -60.0% | +30.9% |
| 5Y | +73.6% | +91.1% | -17.5% | +29.6% |
| 10Y | +194.7% | +126.6% | +68.1% | +85.8% |
| All | +194.7% | +126.5% | +68.2% | +85.8% |
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