+2,072.5%
FTNT vs IBKR
+1,011.6%
+1,060.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -3.9% | -2.6% |
| 7D | -0.1% | -1.3% | +1.2% | +0.3% |
| 30D | -3.0% | -0.2% | -2.7% | -3.1% |
| 3M | +7.6% | +3.0% | +4.6% | +5.7% |
| 6M | +87.0% | +33.9% | +53.1% | +64.5% |
| YTD | +96.5% | +42.5% | +54.0% | +67.8% |
| 1Y | +92.9% | +44.9% | +48.1% | +62.6% |
| 3Y | +139.8% | +293.0% | -153.2% | +29.9% |
| 5Y | +151.3% | +497.7% | -346.3% | +12.9% |
| All | +2,072.5% | +1,011.6% | +1,060.8% | +667.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling