+73.6%
IWF vs FHN
+90.1%
-16.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +0.5% | 0.0% | +0.5% | +0.5% |
| 30D | -1.4% | -2.6% | +1.2% | -0.9% |
| 3M | +0.4% | 0.0% | +0.4% | +0.4% |
| 6M | +8.5% | +9.2% | -0.8% | +6.6% |
| YTD | +3.7% | +4.3% | -0.7% | +2.6% |
| 1Y | +8.5% | +10.8% | -2.3% | +6.0% |
| 3Y | +78.5% | +130.7% | -52.2% | +57.2% |
| 5Y | +73.6% | +87.4% | -13.7% | +51.5% |
| All | +73.6% | +90.1% | -16.4% | +51.5% |
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