+2,111.2%
FTNT vs IAG
+423.2%
+1,688.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.2% |
| 7D | +1.6% | -4.1% | +5.7% | +1.9% |
| 30D | -1.9% | +10.6% | -12.5% | -2.7% |
| 3M | +14.4% | +35.4% | -21.0% | +11.4% |
| 6M | +88.7% | -9.5% | +98.2% | +88.7% |
| YTD | +100.0% | +21.8% | +78.2% | +94.9% |
| 1Y | +99.9% | +84.1% | +15.7% | +88.3% |
| 3Y | +147.9% | +817.4% | -669.4% | +105.2% |
| 5Y | +155.8% | +830.1% | -674.3% | +105.5% |
| All | +2,111.2% | +423.2% | +1,688.0% | +1,705.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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