+92.9%
FTNT vs IJR
+21.9%
+71.0%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.0% |
| 7D | -0.1% | -2.2% | +2.0% | +0.8% |
| 30D | -3.0% | -4.6% | +1.6% | -1.0% |
| 3M | +7.6% | +0.2% | +7.4% | +7.6% |
| 6M | +87.0% | +14.7% | +72.2% | +74.4% |
| YTD | +96.5% | +18.9% | +77.7% | +79.3% |
| 1Y | +92.9% | +19.9% | +73.0% | +75.4% |
| All | +92.9% | +21.9% | +71.0% | +75.4% |
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