-9.8%
IGV vs FHN
+11.4%
-21.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.4% | -0.7% |
| 7D | -5.4% | -0.8% | -4.6% | -5.3% |
| 30D | -2.6% | -2.6% | 0.0% | -2.3% |
| 3M | +10.5% | +0.8% | +9.7% | +10.4% |
| 6M | +18.2% | +9.2% | +9.0% | +15.8% |
| YTD | -4.2% | +5.1% | -9.3% | -5.5% |
| 1Y | -9.8% | +12.2% | -22.0% | -12.4% |
| All | -9.8% | +11.4% | -21.2% | -12.4% |
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