+356.3%
IGV vs FHN
+129.4%
+226.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.4% | -0.8% |
| 7D | -5.4% | -0.8% | -4.6% | -5.2% |
| 30D | -2.6% | -2.6% | 0.0% | -2.1% |
| 3M | +10.5% | +0.8% | +9.7% | +10.2% |
| 6M | +18.2% | +9.2% | +9.0% | +15.7% |
| YTD | -4.2% | +5.1% | -9.3% | -5.6% |
| 1Y | -9.8% | +12.2% | -22.0% | -12.5% |
| 3Y | +39.1% | +132.4% | -93.3% | +16.4% |
| 5Y | +21.2% | +91.1% | -69.9% | +1.2% |
| All | +356.3% | +129.4% | +226.9% | +243.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling