+152.9%
FTNT vs ICE
+69.4%
+83.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.8% |
| 7D | +7.1% | +3.6% | +3.4% | +6.7% |
| 30D | -30.9% | +15.1% | -46.0% | -32.2% |
| 3M | -23.1% | +15.4% | -38.5% | -24.7% |
| 6M | +8.1% | +16.1% | -8.0% | +6.2% |
| YTD | +60.2% | +11.4% | +48.9% | +58.2% |
| 1Y | +57.0% | +18.5% | +38.5% | +51.9% |
| 3Y | +152.9% | +70.5% | +82.4% | +111.5% |
| All | +152.9% | +69.4% | +83.5% | +111.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling