+1,910.4%
FTNT vs IBB
+126.8%
+1,783.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.5% |
| 7D | +7.1% | -0.5% | +7.6% | +7.4% |
| 30D | -30.9% | +4.6% | -35.4% | -33.2% |
| 3M | -23.1% | +6.8% | -29.9% | -27.5% |
| 6M | +8.1% | +23.1% | -15.0% | -9.1% |
| YTD | +60.2% | +26.0% | +34.2% | +31.0% |
| 1Y | +57.0% | +30.4% | +26.6% | +24.7% |
| 3Y | +152.9% | +85.4% | +67.5% | +46.1% |
| 5Y | +85.9% | +39.7% | +46.2% | +36.1% |
| All | +1,910.4% | +126.8% | +1,783.7% | +926.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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