+104.5%
FTNT vs IP
-18.9%
+123.3%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.1% |
| 7D | -5.8% | -5.3% | -0.6% | -5.8% |
| 30D | -4.8% | -10.9% | +6.1% | -4.7% |
| 3M | +4.4% | +11.2% | -6.7% | +3.3% |
| 6M | +88.8% | -10.2% | +99.0% | +89.8% |
| YTD | +96.8% | -2.0% | +98.8% | +98.5% |
| 1Y | +104.5% | -19.1% | +123.6% | +108.5% |
| All | +104.5% | -18.9% | +123.3% | +108.5% |
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