+2,072.5%
FTNT vs IJH
+184.0%
+1,888.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.5% | -2.4% |
| 7D | -0.1% | -1.9% | +1.7% | +1.4% |
| 30D | -3.0% | -4.6% | +1.7% | +1.1% |
| 3M | +7.6% | -1.2% | +8.7% | +8.6% |
| 6M | +87.0% | +9.4% | +77.6% | +71.7% |
| YTD | +96.5% | +13.3% | +83.2% | +74.6% |
| 1Y | +92.9% | +13.4% | +79.6% | +71.2% |
| 3Y | +139.8% | +50.4% | +89.4% | +63.5% |
| 5Y | +151.3% | +49.0% | +102.4% | +75.8% |
| All | +2,072.5% | +184.0% | +1,888.4% | +792.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling