+131.7%
FTNT vs IOT
+54.1%
+77.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | -0.1% | -4.5% | +4.4% | +1.1% |
| 30D | -3.0% | -2.4% | -0.5% | -2.2% |
| 3M | +7.6% | +19.0% | -11.4% | +2.0% |
| 6M | +87.0% | +19.6% | +67.3% | +76.2% |
| YTD | +96.5% | +8.3% | +88.3% | +88.0% |
| 1Y | +92.9% | -0.8% | +93.7% | +87.8% |
| 3Y | +139.8% | +24.4% | +115.4% | +108.0% |
| All | +131.7% | +54.1% | +77.6% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 5y: compounded portfolio wealth divided by compounded IOT 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…
5y analysis · Full analysis span regression · 6 months rolling