+51.8%
FTNT vs IJH
+17.8%
+34.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | -25.7% | +1.7% | -27.4% | -26.0% |
| 30D | -29.7% | +1.2% | -31.0% | -29.9% |
| 3M | -23.1% | -3.4% | -19.7% | -22.1% |
| 6M | +45.0% | +3.7% | +41.3% | +43.2% |
| YTD | +62.9% | +13.9% | +49.0% | +51.9% |
| 1Y | +51.8% | +17.4% | +34.4% | +38.2% |
| All | +51.8% | +17.8% | +34.0% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 1y: compounded portfolio wealth divided by compounded IJH 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…
1y analysis · Full analysis span regression · 6 months rolling