+104.5%
FTNT vs IJR
+25.5%
+79.0%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | -5.8% | -0.2% | -5.7% | -5.8% |
| 30D | -4.8% | -2.4% | -2.4% | -3.8% |
| 3M | +4.4% | +3.9% | +0.5% | +2.8% |
| 6M | +88.8% | +12.4% | +76.4% | +78.4% |
| YTD | +96.8% | +21.5% | +75.3% | +77.5% |
| 1Y | +104.5% | +24.0% | +80.5% | +82.9% |
| All | +104.5% | +25.5% | +79.0% | +82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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