+74.9%
IWD vs FHN
+86.2%
-11.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -0.3% | +1.2% | -1.4% | -0.5% |
| 30D | +0.6% | -4.7% | +5.3% | +1.4% |
| 3M | +7.2% | +3.5% | +3.7% | +6.4% |
| 6M | +16.2% | +7.8% | +8.4% | +14.4% |
| YTD | +23.3% | +5.9% | +17.5% | +21.7% |
| 1Y | +29.6% | +12.5% | +17.1% | +26.2% |
| 3Y | +70.5% | +117.2% | -46.7% | +48.6% |
| All | +74.9% | +86.2% | -11.3% | +47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling