+139.8%
FTNT vs IJH
+49.7%
+90.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.5% | -2.3% |
| 7D | -0.1% | -1.9% | +1.7% | +1.1% |
| 30D | -3.0% | -4.6% | +1.7% | +0.3% |
| 3M | +7.6% | -1.2% | +8.7% | +8.4% |
| 6M | +87.0% | +9.4% | +77.6% | +74.2% |
| YTD | +96.5% | +13.3% | +83.2% | +77.9% |
| 1Y | +92.9% | +13.4% | +79.6% | +74.5% |
| 3Y | +139.8% | +50.4% | +89.4% | +87.1% |
| All | +139.8% | +49.7% | +90.1% | +87.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling