+51.8%
FTNT vs ICE
+21.0%
+30.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.3% | -1.3% | +1.3% |
| 7D | -25.7% | +12.2% | -37.8% | -24.5% |
| 30D | -29.7% | +15.0% | -44.7% | -28.9% |
| 3M | -23.1% | +17.6% | -40.7% | -22.3% |
| 6M | +45.0% | +12.6% | +32.4% | +48.7% |
| YTD | +62.9% | +9.1% | +53.8% | +66.8% |
| 1Y | +51.8% | +20.6% | +31.2% | +55.7% |
| All | +51.8% | +21.0% | +30.8% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 1y: compounded portfolio wealth divided by compounded ICE 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…
1y analysis · Full analysis span regression · 6 months rolling