+1,537.3%
FTNT vs IR
+332.9%
+1,204.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.9% | +4.6% | +4.0% |
| 7D | -1.0% | +1.1% | -2.1% | -1.4% |
| 30D | -33.6% | +7.6% | -41.2% | -35.7% |
| 3M | -20.9% | +0.1% | -21.0% | -21.5% |
| 6M | +11.0% | +14.0% | -3.0% | +4.4% |
| YTD | +61.3% | +7.5% | +53.8% | +52.4% |
| 1Y | +53.1% | +10.1% | +43.0% | +43.0% |
| 3Y | +152.1% | +24.9% | +127.2% | +120.4% |
| 5Y | +90.1% | +46.9% | +43.3% | +54.5% |
| All | +1,537.3% | +332.9% | +1,204.4% | +896.9% |
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