+1,910.4%
FTNT vs IP
+20.8%
+1,889.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -2.1% |
| 7D | +7.1% | -0.3% | +7.3% | +7.1% |
| 30D | -30.9% | +7.9% | -38.8% | -32.4% |
| 3M | -23.1% | -15.3% | -7.8% | -20.7% |
| 6M | +8.1% | +10.5% | -2.4% | +3.7% |
| YTD | +60.2% | -9.4% | +69.6% | +59.6% |
| 1Y | +57.0% | -4.6% | +61.6% | +54.0% |
| 3Y | +152.9% | +21.2% | +131.7% | +119.8% |
| 5Y | +85.9% | -13.3% | +99.2% | +77.6% |
| All | +1,910.4% | +20.8% | +1,889.6% | +1,428.4% |
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