+51.8%
FTNT vs IBKR
+10.3%
+41.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.8% |
| 7D | -25.7% | -6.8% | -18.9% | -24.1% |
| 30D | -29.7% | -12.5% | -17.2% | -27.1% |
| 3M | -23.1% | -12.0% | -11.1% | -20.4% |
| 6M | +45.0% | -4.5% | +49.5% | +46.4% |
| YTD | +62.9% | +21.5% | +41.5% | +56.0% |
| 1Y | +51.8% | +10.6% | +41.2% | +48.1% |
| All | +51.8% | +10.3% | +41.5% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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