+941.2%
IGV vs FHN
+44.0%
+897.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | +2.5% | +1.3% | +1.2% | +2.2% |
| 30D | -8.6% | +2.8% | -11.4% | -9.2% |
| 3M | -1.6% | -8.9% | +7.3% | +0.6% |
| 6M | +13.4% | -0.7% | +14.1% | +13.3% |
| YTD | -4.0% | +0.1% | -4.1% | -4.6% |
| 1Y | -7.6% | +10.4% | -18.0% | -10.5% |
| 3Y | +39.3% | +128.8% | -89.5% | +11.0% |
| 5Y | +14.5% | +61.5% | -47.0% | -5.6% |
| 10Y | +358.7% | +83.0% | +275.7% | +233.1% |
| All | +941.2% | +44.0% | +897.1% | +570.9% |
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