+22.2%
IGV vs FHN
+90.8%
-68.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.6% |
| 7D | -3.3% | +2.7% | -6.0% | -3.8% |
| 30D | 0.0% | -3.1% | +3.1% | +0.5% |
| 3M | +7.3% | +2.3% | +5.0% | +6.7% |
| 6M | +16.7% | +9.7% | +7.0% | +14.2% |
| YTD | -2.8% | +4.7% | -7.6% | -4.1% |
| 1Y | -6.7% | +13.8% | -20.4% | -9.7% |
| 3Y | +41.1% | +131.6% | -90.4% | +22.1% |
| All | +22.2% | +90.8% | -68.6% | +6.4% |
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 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