+671.1%
IWF vs FHN
+166.5%
+504.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | +2.8% | +2.1% | +0.7% | +2.3% |
| 30D | -7.5% | +3.8% | -11.3% | -8.4% |
| 3M | -8.5% | -8.9% | +0.5% | -6.5% |
| 6M | -7.4% | +1.8% | -9.2% | -8.0% |
| YTD | -2.6% | +0.6% | -3.2% | -3.2% |
| 1Y | -1.8% | +12.9% | -14.8% | -5.1% |
| 3Y | +65.5% | +126.4% | -60.9% | +33.9% |
| 5Y | +55.8% | +62.3% | -6.5% | +29.7% |
| 10Y | +384.9% | +84.0% | +300.9% | +260.2% |
| All | +671.1% | +166.5% | +504.6% | +345.7% |
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