+162.8%
FTNT vs IJH
+48.0%
+114.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.5% | -2.5% |
| 7D | -0.1% | -1.9% | +1.7% | +1.6% |
| 30D | -3.0% | -4.6% | +1.7% | +1.5% |
| 3M | +7.6% | -1.2% | +8.7% | +8.6% |
| 6M | +87.0% | +9.4% | +77.6% | +69.9% |
| YTD | +96.5% | +13.3% | +83.2% | +71.9% |
| 1Y | +92.9% | +13.4% | +79.6% | +68.5% |
| 3Y | +139.8% | +50.4% | +89.4% | +51.3% |
| All | +162.8% | +48.0% | +114.9% | +74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling