+1,910.4%
FTNT vs IBN
+385.6%
+1,524.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.9% |
| 7D | +7.1% | +1.9% | +5.2% | +6.5% |
| 30D | -30.9% | +22.1% | -53.0% | -34.9% |
| 3M | -23.1% | +17.1% | -40.2% | -26.8% |
| 6M | +8.1% | +35.5% | -27.5% | -1.4% |
| YTD | +60.2% | +16.8% | +43.4% | +51.8% |
| 1Y | +57.0% | +12.4% | +44.6% | +50.4% |
| 3Y | +152.9% | +58.0% | +94.9% | +117.2% |
| 5Y | +85.9% | +73.7% | +12.2% | +55.3% |
| All | +1,910.4% | +385.6% | +1,524.9% | +1,289.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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