+96.4%
FTNT vs IAG
+84.7%
+11.7%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +11.0% |
| 6M | +88.7% | -9.5% | +98.2% | +90.5% |
| YTD | +100.0% | +21.8% | +78.2% | +92.0% |
| All | +96.4% | +84.7% | +11.7% | +69.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling