+707.1%
IYR vs FHN
+182.9%
+524.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | +0.6% | +2.1% | -1.5% | -0.1% |
| 30D | +6.6% | +3.8% | +2.8% | +5.3% |
| 3M | -1.8% | -8.9% | +7.1% | +1.2% |
| 6M | +1.4% | +1.8% | -0.4% | +0.7% |
| YTD | +10.5% | +0.6% | +9.9% | +9.7% |
| 1Y | +10.6% | +12.9% | -2.3% | +5.5% |
| 3Y | +41.8% | +126.4% | -84.6% | +3.5% |
| 5Y | +6.0% | +62.3% | -56.3% | -20.3% |
| 10Y | +86.7% | +84.0% | +2.7% | +19.0% |
| All | +707.1% | +182.9% | +524.2% | +322.8% |
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