+7,271.2%
FTNT vs IP
+176.3%
+7,094.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.0% | -1.4% | -4.1% |
| 7D | -11.9% | -5.0% | -7.0% | -10.6% |
| 30D | -35.9% | +6.5% | -42.5% | -37.6% |
| 3M | -25.4% | -18.0% | -7.3% | -21.4% |
| 6M | +36.2% | +10.3% | +25.9% | +28.7% |
| YTD | +54.3% | -9.9% | +64.2% | +53.4% |
| 1Y | +42.5% | -1.1% | +43.5% | +36.9% |
| 3Y | +142.7% | +13.0% | +129.7% | +109.0% |
| 5Y | +79.5% | -12.3% | +91.8% | +68.3% |
| 10Y | +1,883.6% | +26.8% | +1,856.8% | +1,353.4% |
| All | +7,271.2% | +176.3% | +7,094.9% | +3,400.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling