+137.2%
FTNT vs IBB
+78.6%
+58.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.7% | -3.5% |
| 7D | -12.7% | -1.8% | -10.8% | -12.1% |
| 30D | -37.2% | +5.1% | -42.3% | -38.1% |
| 3M | -25.8% | +10.7% | -36.5% | -28.3% |
| 6M | +32.1% | +22.9% | +9.2% | +22.6% |
| YTD | +49.7% | +26.7% | +23.0% | +36.5% |
| 1Y | +47.6% | +35.1% | +12.4% | +30.6% |
| 3Y | +137.2% | +80.2% | +57.0% | +82.6% |
| All | +137.2% | +78.6% | +58.6% | +82.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling