+409.4%
IWF vs FHN
+129.4%
+280.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.7% | -1.1% |
| 7D | -1.7% | -0.8% | -0.9% | -1.5% |
| 30D | -1.8% | -2.6% | +0.8% | -1.3% |
| 3M | +1.5% | +0.8% | +0.6% | +1.2% |
| 6M | +7.7% | +9.2% | -1.5% | +5.5% |
| YTD | +2.7% | +5.1% | -2.4% | +1.3% |
| 1Y | +6.8% | +12.2% | -5.4% | +3.5% |
| 3Y | +76.9% | +132.4% | -55.5% | +46.0% |
| 5Y | +73.4% | +91.1% | -17.7% | +42.0% |
| All | +409.4% | +129.4% | +280.0% | +271.6% |
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 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