+162.8%
FTNT vs IBKR
+495.5%
-332.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -3.9% | -2.6% |
| 7D | -0.1% | -1.3% | +1.2% | +0.4% |
| 30D | -3.0% | -0.2% | -2.7% | -3.1% |
| 3M | +7.6% | +3.0% | +4.6% | +5.5% |
| 6M | +87.0% | +33.9% | +53.1% | +62.4% |
| YTD | +96.5% | +42.5% | +54.0% | +65.0% |
| 1Y | +92.9% | +44.9% | +48.1% | +59.5% |
| 3Y | +139.8% | +293.0% | -153.2% | +14.6% |
| All | +162.8% | +495.5% | -332.7% | -2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling