+153.0%
FTNT vs IAU
+141.6%
+11.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.2% |
| 7D | +1.7% | +0.2% | +1.6% | +1.7% |
| 30D | -4.3% | +0.2% | -4.5% | -4.3% |
| 3M | +13.6% | +3.3% | +10.3% | +13.2% |
| 6M | +87.6% | -14.6% | +102.1% | +90.2% |
| YTD | +98.0% | +1.9% | +96.1% | +96.5% |
| 1Y | +96.9% | +20.9% | +76.0% | +91.5% |
| 3Y | +145.4% | +127.5% | +17.9% | +115.3% |
| 5Y | +153.0% | +141.9% | +11.1% | +100.3% |
| All | +153.0% | +141.6% | +11.4% | +100.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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