+51.8%
FTNT vs IRE
-97.6%
+149.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -23.2% | +24.2% | +1.5% |
| 7D | -25.7% | -46.8% | +21.2% | -24.7% |
| 30D | -29.7% | -75.5% | +45.8% | -28.4% |
| 3M | -23.1% | -79.4% | +56.3% | -21.7% |
| 6M | +45.0% | -91.3% | +136.3% | +47.3% |
| YTD | +62.9% | -90.8% | +153.8% | +61.1% |
| 1Y | +51.8% | -97.7% | +149.6% | +55.2% |
| All | +51.8% | -97.6% | +149.4% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling