+139.8%
FTNT vs IFF
+29.0%
+110.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.7% |
| 7D | -0.1% | -3.2% | +3.0% | 0.0% |
| 30D | -3.0% | -0.3% | -2.7% | -3.0% |
| 3M | +7.6% | +8.4% | -0.9% | +6.9% |
| 6M | +87.0% | +23.0% | +63.9% | +80.6% |
| YTD | +96.5% | +25.5% | +71.1% | +88.0% |
| 1Y | +92.9% | +29.1% | +63.9% | +83.1% |
| 3Y | +139.8% | +31.7% | +108.2% | +124.9% |
| All | +139.8% | +29.0% | +110.9% | +124.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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