+47.6%
FTNT vs IP
-0.2%
+47.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -2.9% |
| 7D | -12.7% | -5.1% | -7.6% | -12.9% |
| 30D | -37.2% | +8.5% | -45.7% | -37.1% |
| 3M | -25.8% | -13.8% | -11.9% | -25.7% |
| 6M | +32.1% | +5.7% | +26.4% | +30.8% |
| YTD | +49.7% | -9.1% | +58.8% | +52.7% |
| 1Y | +47.6% | -0.8% | +48.4% | +48.8% |
| All | +47.6% | -0.2% | +47.8% | +48.8% |
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