+45.8%
FTNT vs IRE
-97.7%
+143.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -15.8% | +16.7% | +1.3% |
| 7D | -3.5% | -41.9% | +38.4% | -2.6% |
| 30D | -36.5% | -75.1% | +38.5% | -35.2% |
| 3M | -24.7% | -82.4% | +57.6% | -23.0% |
| 6M | +8.3% | -95.5% | +103.9% | +11.5% |
| YTD | +55.6% | -93.1% | +148.7% | +54.4% |
| 1Y | +50.2% | -97.8% | +148.0% | +54.8% |
| All | +45.8% | -97.7% | +143.5% | +48.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling