+59.9%
FTNT vs IBB
+30.2%
+29.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.2% |
| 7D | +5.7% | +1.6% | +4.1% | +5.7% |
| 30D | -32.1% | +6.7% | -38.8% | -31.9% |
| 3M | -19.5% | +6.3% | -25.8% | -19.1% |
| 6M | +13.8% | +23.9% | -10.1% | +13.6% |
| YTD | +63.1% | +26.6% | +36.5% | +59.5% |
| All | +59.9% | +30.2% | +29.6% | +55.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling