+9,457.8%
FTNT vs IJH
+563.3%
+8,894.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +2.0% | +1.9% |
| 7D | +1.6% | -2.5% | +4.1% | +4.0% |
| 30D | -1.9% | -5.0% | +3.1% | +2.9% |
| 3M | +14.4% | +0.5% | +13.8% | +13.8% |
| 6M | +88.7% | +8.2% | +80.4% | +73.8% |
| YTD | +100.0% | +12.5% | +87.6% | +77.3% |
| 1Y | +99.9% | +14.4% | +85.5% | +74.1% |
| 3Y | +147.9% | +49.5% | +98.4% | +64.5% |
| 5Y | +155.8% | +47.8% | +108.0% | +74.8% |
| 10Y | +2,121.1% | +180.4% | +1,940.7% | +675.8% |
| All | +9,457.8% | +563.3% | +8,894.5% | +1,394.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling