+144.1%
FTNT vs IEF
+9.2%
+135.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.0% |
| 7D | +1.6% | -1.2% | +2.8% | +1.5% |
| 30D | -1.9% | -1.5% | -0.4% | -2.0% |
| 3M | +14.4% | -1.7% | +16.1% | +14.2% |
| 6M | +88.7% | -3.5% | +92.2% | +87.7% |
| YTD | +100.0% | -2.6% | +102.7% | +99.3% |
| 1Y | +99.9% | -2.4% | +102.3% | +99.2% |
| All | +144.1% | +9.2% | +135.0% | +143.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling