+153.0%
FTNT vs IBN
+54.0%
+99.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.6% | +0.7% |
| 7D | +1.7% | -5.1% | +6.8% | +4.2% |
| 30D | -4.3% | -3.5% | -0.7% | -2.8% |
| 3M | +13.6% | +11.3% | +2.3% | +7.5% |
| 6M | +87.6% | +4.4% | +83.2% | +82.3% |
| YTD | +98.0% | -1.8% | +99.8% | +97.5% |
| 1Y | +96.9% | -8.0% | +104.9% | +102.5% |
| 3Y | +145.4% | +27.1% | +118.3% | +101.0% |
| 5Y | +153.0% | +54.5% | +98.5% | +74.2% |
| All | +153.0% | +54.0% | +99.0% | +74.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling