+9,359.7%
FTNT vs IAG
+15.8%
+9,343.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.3% |
| 7D | +1.7% | +1.7% | +0.1% | +1.6% |
| 30D | -4.3% | +11.4% | -15.7% | -5.0% |
| 3M | +13.6% | +33.0% | -19.4% | +11.2% |
| 6M | +87.6% | -6.0% | +93.6% | +87.1% |
| YTD | +98.0% | +24.6% | +73.4% | +93.4% |
| 1Y | +96.9% | +105.0% | -8.1% | +85.9% |
| 3Y | +145.4% | +837.9% | -692.5% | +108.0% |
| 5Y | +153.0% | +817.0% | -664.0% | +110.0% |
| 10Y | +2,098.3% | +425.3% | +1,672.9% | +1,714.1% |
| All | +9,359.7% | +15.8% | +9,343.9% | +8,851.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling