+92.9%
FTNT vs IBKR
+46.7%
+46.2%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -3.9% | -2.3% |
| 7D | -0.1% | -1.3% | +1.2% | +0.2% |
| 30D | -3.0% | -0.2% | -2.7% | -3.0% |
| 3M | +7.6% | +3.0% | +4.6% | +6.6% |
| 6M | +87.0% | +33.9% | +53.1% | +71.0% |
| YTD | +96.5% | +42.5% | +54.0% | +77.6% |
| 1Y | +92.9% | +44.9% | +48.1% | +76.8% |
| All | +92.9% | +46.7% | +46.2% | +76.8% |
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