-1.2%
IQV vs FHN
+87.6%
-88.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | -5.3% | -0.8% | -4.5% | -5.1% |
| 30D | +5.5% | -2.6% | +8.2% | +6.0% |
| 3M | +41.2% | +0.8% | +40.4% | +41.0% |
| 6M | +50.5% | +9.2% | +41.3% | +47.8% |
| YTD | +14.1% | +5.1% | +9.0% | +12.7% |
| 1Y | +39.9% | +12.2% | +27.7% | +36.1% |
| 3Y | +20.5% | +132.4% | -111.9% | +4.3% |
| 5Y | -1.2% | +91.1% | -92.3% | -11.2% |
| All | -1.2% | +87.6% | -88.9% | -11.2% |
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