+39.1%
IWM vs FHN
+86.2%
-47.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +0.1% | +1.2% | -1.1% | -0.3% |
| 30D | -1.3% | -4.7% | +3.4% | +0.1% |
| 3M | +1.6% | +3.5% | -1.9% | +0.4% |
| 6M | +13.6% | +7.8% | +5.7% | +10.8% |
| YTD | +20.8% | +5.9% | +14.9% | +18.4% |
| 1Y | +26.4% | +12.5% | +13.9% | +21.4% |
| 3Y | +60.7% | +117.2% | -56.5% | +30.2% |
| All | +39.1% | +86.2% | -47.0% | +7.5% |
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