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  • FTNT vs IR✓SelectedUSD · IRFTNT vs IR performance historyLatest closeAs of-0.16%09/09
Stock and ETF performance explorer

FTNT vs IR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+153.0%
IR return
+40.4%
Excess return
+112.6%
Maximum drawdown
-38.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioIRExcessAlpha
1D-0.2%-2.0%+1.9%+0.7%
7D+1.7%-1.9%+3.6%+2.6%
30D-4.3%-15.0%+10.8%+2.8%
3M+13.6%-0.4%+14.0%+12.6%
6M+87.6%-15.0%+102.6%+97.9%
YTD+98.0%-7.1%+105.0%+96.8%
1Y+96.9%-7.5%+104.5%+95.1%
3Y+145.4%+6.3%+139.1%+108.7%
5Y+153.0%+37.3%+115.6%+87.3%
All+153.0%+40.4%+112.6%+87.3%

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 5y: 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…

5y analysis · Full analysis span regression · 6 months rolling