+808.3%
IWM vs FHN
+180.6%
+627.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.3% |
| 3M | +1.6% | +3.5% | -1.9% | +0.2% |
| 6M | +13.6% | +7.8% | +5.7% | +10.5% |
| YTD | +20.8% | +5.9% | +14.9% | +18.0% |
| 1Y | +26.4% | +12.5% | +13.9% | +20.5% |
| 3Y | +60.7% | +117.2% | -56.5% | +20.7% |
| 5Y | +38.2% | +86.5% | -48.4% | +1.9% |
| 10Y | +169.5% | +125.7% | +43.7% | +73.0% |
| All | +808.3% | +180.6% | +627.7% | +385.1% |
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 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