+727.5%
IWF vs FHN
+180.6%
+547.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +0.5% | +1.2% | -0.6% | +0.3% |
| 30D | -0.4% | -4.7% | +4.3% | +0.7% |
| 3M | -2.6% | +3.5% | -6.2% | -3.5% |
| 6M | +9.1% | +7.8% | +1.3% | +7.0% |
| YTD | +4.5% | +5.9% | -1.4% | +2.7% |
| 1Y | +10.1% | +12.5% | -2.4% | +6.3% |
| 3Y | +77.6% | +117.2% | -39.6% | +44.8% |
| 5Y | +73.7% | +86.5% | -12.8% | +39.6% |
| 10Y | +411.5% | +125.7% | +285.8% | +261.1% |
| All | +727.5% | +180.6% | +547.0% | +372.7% |
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