+85.7%
FTNT vs IRE
-82.8%
+168.6%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.2% | -9.5% | +0.7% |
| 7D | -2.7% | +58.9% | -61.6% | -3.2% |
| 30D | -1.4% | +17.2% | -18.5% | -1.6% |
| 3M | +10.1% | -58.6% | +68.7% | +10.4% |
| 6M | +88.2% | -23.5% | +111.7% | +84.5% |
| YTD | +98.3% | -47.4% | +145.7% | +91.7% |
| All | +85.7% | -82.8% | +168.6% | +84.3% |
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