+148.8%
FTNT vs IBB
+22.5%
+126.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | +0.5% |
| 7D | -5.8% | +1.4% | -7.3% | -6.8% |
| 30D | -4.8% | +10.5% | -15.3% | -11.3% |
| 3M | +4.4% | +23.6% | -19.2% | -10.3% |
| 6M | +88.8% | +22.6% | +66.2% | +61.5% |
| YTD | +96.8% | +25.7% | +71.1% | +64.8% |
| 1Y | +104.5% | +51.4% | +53.1% | +47.7% |
| 3Y | +156.8% | +64.4% | +92.4% | +66.3% |
| All | +148.8% | +22.5% | +126.3% | +117.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling