+153.2%
FTNT vs ICE
+39.2%
+114.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.2% |
| 7D | +1.7% | -0.9% | +2.6% | +2.1% |
| 30D | -4.3% | +4.0% | -8.2% | -6.3% |
| 3M | +13.6% | +11.0% | +2.6% | +6.9% |
| 6M | +87.6% | -5.0% | +92.5% | +92.0% |
| YTD | +98.0% | -2.7% | +100.7% | +98.0% |
| 1Y | +96.9% | -8.6% | +105.5% | +104.3% |
| 3Y | +145.4% | +41.4% | +104.0% | +81.8% |
| All | +153.2% | +39.2% | +114.0% | +101.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling