+36.9%
IQV vs FHN
+131.2%
-94.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.4% |
| 7D | -2.5% | +2.1% | -4.6% | -3.2% |
| 30D | +1.2% | +3.8% | -2.6% | -0.2% |
| 3M | +9.8% | -8.9% | +18.7% | +13.1% |
| 6M | +53.8% | +1.8% | +52.0% | +52.5% |
| YTD | +17.6% | +0.6% | +17.0% | +16.5% |
| 1Y | +18.6% | +12.9% | +5.7% | +12.7% |
| 3Y | +36.9% | +126.4% | -89.5% | +1.9% |
| All | +36.9% | +131.2% | -94.3% | +1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling