+9,457.8%
FTNT vs IJR
+579.2%
+8,878.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.7% |
| 7D | +1.6% | -2.3% | +3.9% | +3.5% |
| 30D | -1.9% | -4.7% | +2.8% | +1.9% |
| 3M | +14.4% | +2.1% | +12.2% | +12.4% |
| 6M | +88.7% | +13.9% | +74.8% | +69.3% |
| YTD | +100.0% | +18.2% | +81.8% | +73.8% |
| 1Y | +99.9% | +21.8% | +78.0% | +69.2% |
| 3Y | +147.9% | +52.2% | +95.7% | +70.8% |
| 5Y | +155.8% | +40.1% | +115.7% | +90.5% |
| 10Y | +2,121.1% | +169.7% | +1,951.4% | +783.3% |
| All | +9,457.8% | +579.2% | +8,878.5% | +1,686.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling