+139.8%
FTNT vs IJR
+52.1%
+87.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.0% |
| 7D | -0.1% | -2.2% | +2.0% | +1.1% |
| 30D | -3.0% | -4.6% | +1.6% | -0.4% |
| 3M | +7.6% | +0.2% | +7.4% | +7.4% |
| 6M | +87.0% | +14.7% | +72.2% | +72.2% |
| YTD | +96.5% | +18.9% | +77.7% | +77.1% |
| 1Y | +92.9% | +19.9% | +73.0% | +72.8% |
| 3Y | +139.8% | +53.0% | +86.8% | +97.7% |
| All | +139.8% | +52.1% | +87.8% | +97.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling