+2,072.5%
FTNT vs IEF
+3.8%
+2,068.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | -0.1% | -1.3% | +1.2% | -0.4% |
| 30D | -3.0% | -1.7% | -1.2% | -3.3% |
| 3M | +7.6% | -2.5% | +10.1% | +7.1% |
| 6M | +87.0% | -3.3% | +90.2% | +85.8% |
| YTD | +96.5% | -2.8% | +99.4% | +95.5% |
| 1Y | +92.9% | -2.7% | +95.7% | +92.0% |
| 3Y | +139.8% | +8.9% | +130.9% | +143.7% |
| 5Y | +151.3% | -9.4% | +160.7% | +123.3% |
| All | +2,072.5% | +3.8% | +2,068.7% | +2,130.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 10y: compounded portfolio wealth divided by compounded IEF 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…
10y analysis · Full analysis span regression · 6 months rolling