+77.4%
IWF vs FHN
+129.8%
-52.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | 0.0% |
| 7D | +1.5% | +2.7% | -1.2% | +0.8% |
| 30D | -1.3% | -3.1% | +1.8% | -0.5% |
| 3M | +0.1% | +2.3% | -2.2% | -0.7% |
| 6M | +10.3% | +9.7% | +0.5% | +7.1% |
| YTD | +4.2% | +4.7% | -0.6% | +2.2% |
| 1Y | +9.3% | +13.8% | -4.4% | +4.4% |
| All | +77.4% | +129.8% | -52.4% | +46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling