+2,012.0%
FTNT vs IP
+23.4%
+1,988.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.5% |
| 7D | -5.8% | -5.3% | -0.6% | -4.7% |
| 30D | -4.8% | -10.9% | +6.1% | -2.4% |
| 3M | +4.4% | +11.2% | -6.7% | +0.9% |
| 6M | +88.8% | -10.2% | +99.0% | +90.7% |
| YTD | +96.8% | -2.0% | +98.8% | +93.8% |
| 1Y | +104.5% | -19.1% | +123.6% | +110.5% |
| 3Y | +156.8% | +20.9% | +135.9% | +126.3% |
| 5Y | +144.1% | -17.8% | +161.9% | +138.7% |
| All | +2,012.0% | +23.4% | +1,988.6% | +1,653.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling