+133.8%
FTNT vs IOT
+61.2%
+72.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -2.7% | +2.8% | -5.5% | -3.5% |
| 30D | -1.4% | -1.8% | +0.4% | -0.8% |
| 3M | +10.1% | +17.9% | -7.8% | +4.6% |
| 6M | +88.2% | +13.5% | +74.7% | +79.7% |
| YTD | +98.3% | +13.3% | +85.0% | +87.5% |
| 1Y | +96.0% | -3.3% | +99.3% | +91.8% |
| 3Y | +145.8% | +31.3% | +114.4% | +110.1% |
| All | +133.8% | +61.2% | +72.5% | +68.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling