+9,303.7%
FTNT vs IAU
+269.7%
+9,034.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | -5.8% | -0.5% | -5.3% | -5.8% |
| 30D | -4.8% | +4.4% | -9.2% | -5.2% |
| 3M | +4.4% | -1.1% | +5.5% | +4.5% |
| 6M | +88.8% | -13.7% | +102.5% | +91.0% |
| YTD | +96.8% | +2.7% | +94.1% | +95.7% |
| 1Y | +104.5% | +24.6% | +79.8% | +99.6% |
| 3Y | +156.8% | +126.8% | +29.9% | +135.7% |
| 5Y | +144.1% | +139.5% | +4.6% | +121.5% |
| 10Y | +2,021.8% | +226.3% | +1,795.5% | +1,810.2% |
| All | +9,303.7% | +269.7% | +9,034.1% | +7,547.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling