+25.0%
IWM vs FHN
+13.8%
+11.2%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.1% |
| 7D | +1.4% | +2.7% | -1.3% | +0.4% |
| 30D | -2.3% | -3.1% | +0.8% | -1.2% |
| 3M | +4.0% | +2.3% | +1.6% | +2.7% |
| 6M | +17.9% | +9.7% | +8.2% | +13.3% |
| YTD | +20.2% | +4.7% | +15.5% | +17.2% |
| 1Y | +25.0% | +13.8% | +11.2% | +18.1% |
| All | +25.0% | +13.8% | +11.2% | +18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling