+726.5%
IWD vs FHN
+180.6%
+545.9%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -0.3% | +1.2% | -1.4% | -0.6% |
| 30D | +0.6% | -4.7% | +5.3% | +1.9% |
| 3M | +7.2% | +3.5% | +3.7% | +6.0% |
| 6M | +16.2% | +7.8% | +8.4% | +13.4% |
| YTD | +23.3% | +5.9% | +17.5% | +20.8% |
| 1Y | +29.6% | +12.5% | +17.1% | +24.2% |
| 3Y | +70.5% | +117.2% | -46.7% | +31.6% |
| 5Y | +73.5% | +86.5% | -13.1% | +31.1% |
| 10Y | +198.3% | +125.7% | +72.6% | +96.3% |
| All | +726.5% | +180.6% | +545.9% | +363.2% |
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