+9,290.5%
FTNT vs IBKR
+2,724.3%
+6,566.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +63.3% |
| YTD | +96.5% | +42.5% | +54.0% | +66.3% |
| 1Y | +92.9% | +44.9% | +48.1% | +61.0% |
| 3Y | +139.8% | +293.0% | -153.2% | +25.7% |
| 5Y | +151.3% | +497.7% | -346.3% | +8.0% |
| 10Y | +2,082.2% | +1,004.4% | +1,077.8% | +556.8% |
| All | +9,290.5% | +2,724.3% | +6,566.2% | +1,492.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling