+14.8%
IGV vs FHN
+61.2%
-46.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | +2.3% | +2.1% | +0.2% | +1.9% |
| 30D | -6.0% | +3.8% | -9.8% | -6.7% |
| 3M | -4.8% | -8.9% | +4.2% | -3.1% |
| 6M | +14.2% | +1.8% | +12.4% | +13.6% |
| YTD | -4.2% | +0.6% | -4.8% | -4.8% |
| 1Y | -5.3% | +12.9% | -18.2% | -8.1% |
| 3Y | +38.8% | +126.4% | -87.6% | +20.6% |
| All | +14.8% | +61.2% | -46.3% | +2.7% |
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 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