+148.8%
FTNT vs IP
-17.2%
+166.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.4% |
| 7D | -5.8% | -5.3% | -0.6% | -5.0% |
| 30D | -4.8% | -10.9% | +6.1% | -3.0% |
| 3M | +4.4% | +11.2% | -6.7% | +1.5% |
| 6M | +88.8% | -10.2% | +99.0% | +90.9% |
| YTD | +96.8% | -2.0% | +98.8% | +94.7% |
| 1Y | +104.5% | -19.1% | +123.6% | +110.7% |
| 3Y | +156.8% | +20.9% | +135.9% | +122.7% |
| All | +148.8% | -17.2% | +166.0% | +133.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling