+9,374.7%
FTNT vs IEF
+47.4%
+9,327.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.7% |
| 7D | -2.7% | +0.1% | -2.8% | -2.7% |
| 30D | -1.4% | -0.7% | -0.6% | -1.8% |
| 3M | +10.1% | -0.4% | +10.5% | +9.8% |
| 6M | +88.2% | -2.5% | +90.7% | +85.4% |
| YTD | +98.3% | -1.6% | +99.9% | +96.5% |
| 1Y | +96.0% | -1.3% | +97.3% | +94.5% |
| 3Y | +145.8% | +10.1% | +135.7% | +160.6% |
| 5Y | +154.6% | -8.3% | +162.9% | +125.4% |
| 10Y | +2,063.6% | +4.5% | +2,059.2% | +2,136.7% |
| All | +9,374.7% | +47.4% | +9,327.3% | +15,124.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling