+9,290.5%
FTNT vs IFF
+193.8%
+9,096.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.6% |
| 7D | -0.1% | -3.2% | +3.0% | +1.0% |
| 30D | -3.0% | -0.3% | -2.7% | -3.0% |
| 3M | +7.6% | +8.4% | -0.9% | +3.6% |
| 6M | +87.0% | +23.0% | +63.9% | +67.7% |
| YTD | +96.5% | +25.5% | +71.1% | +73.6% |
| 1Y | +92.9% | +29.1% | +63.9% | +67.7% |
| 3Y | +139.8% | +31.7% | +108.2% | +98.6% |
| 5Y | +151.3% | -35.2% | +186.5% | +179.1% |
| 10Y | +2,082.2% | -20.7% | +2,102.9% | +1,899.3% |
| All | +9,290.5% | +193.8% | +9,096.7% | +3,348.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling