+1,910.4%
FTNT vs IP
+22.3%
+1,888.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.3% | +5.0% | +3.9% |
| 7D | -1.0% | -2.8% | +1.8% | -0.4% |
| 30D | -33.6% | +9.2% | -42.8% | -35.2% |
| 3M | -20.9% | -16.1% | -4.7% | -18.2% |
| 6M | +11.0% | +9.6% | +1.4% | +6.7% |
| YTD | +61.3% | -8.8% | +70.1% | +60.5% |
| 1Y | +53.1% | -5.5% | +58.6% | +50.7% |
| 3Y | +152.1% | +19.6% | +132.4% | +120.3% |
| 5Y | +90.1% | -13.5% | +103.6% | +81.9% |
| 10Y | +1,910.4% | +22.4% | +1,887.9% | +1,424.3% |
| All | +1,910.4% | +22.3% | +1,888.1% | +1,424.3% |
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