+1,526.0%
FTNT vs IR
+332.9%
+1,193.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | +7.1% | +2.5% | +4.5% | +6.1% |
| 30D | -30.9% | +9.2% | -40.0% | -33.4% |
| 3M | -23.1% | +0.9% | -24.1% | -23.9% |
| 6M | +8.1% | +19.2% | -11.1% | +0.1% |
| YTD | +60.2% | +7.5% | +52.7% | +51.4% |
| 1Y | +57.0% | +11.7% | +45.3% | +45.9% |
| 3Y | +152.9% | +23.9% | +129.0% | +121.8% |
| 5Y | +85.9% | +46.4% | +39.5% | +51.2% |
| All | +1,526.0% | +332.9% | +1,193.1% | +890.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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