+89.8%
FTNT vs IBN
+73.5%
+16.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -2.0% |
| 7D | +7.1% | +1.9% | +5.2% | +6.2% |
| 30D | -30.9% | +22.1% | -53.0% | -37.2% |
| 3M | -23.1% | +17.1% | -40.2% | -28.9% |
| 6M | +8.1% | +35.5% | -27.5% | -7.6% |
| YTD | +60.2% | +16.8% | +43.4% | +46.7% |
| 1Y | +57.0% | +12.4% | +44.6% | +46.9% |
| 3Y | +152.9% | +58.0% | +94.9% | +80.8% |
| All | +89.8% | +73.5% | +16.3% | +22.0% |
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