+236.7%
IQV vs FHN
+128.3%
+108.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.9% |
| 7D | -2.2% | -1.2% | -1.0% | -1.9% |
| 30D | +8.3% | -4.8% | +13.1% | +9.7% |
| 3M | +44.6% | -0.7% | +45.3% | +44.9% |
| 6M | +52.6% | +10.6% | +41.9% | +48.1% |
| YTD | +16.1% | +4.6% | +11.5% | +14.2% |
| 1Y | +37.3% | +11.4% | +25.9% | +32.2% |
| 3Y | +21.6% | +132.3% | -110.7% | -5.9% |
| 5Y | +0.5% | +90.2% | -89.7% | -23.8% |
| All | +236.7% | +128.3% | +108.4% | +107.4% |
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 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