+51.8%
FTNT vs IP
+2.3%
+49.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +1.1% |
| 7D | -25.7% | +3.4% | -29.1% | -25.5% |
| 30D | -29.7% | +11.2% | -41.0% | -29.5% |
| 3M | -23.1% | -14.8% | -8.3% | -22.8% |
| 6M | +45.0% | +17.3% | +27.7% | +43.2% |
| YTD | +62.9% | -6.2% | +69.1% | +66.4% |
| 1Y | +51.8% | +2.3% | +49.5% | +53.1% |
| All | +51.8% | +2.3% | +49.5% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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