+57.7%
FTNT vs IRE
-97.7%
+155.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -13.5% | +14.6% | +1.4% |
| 7D | +5.7% | +11.1% | -5.4% | +5.3% |
| 30D | -32.1% | -75.2% | +43.1% | -30.9% |
| 3M | -19.5% | -86.4% | +66.9% | -18.0% |
| 6M | +13.8% | -94.8% | +108.6% | +16.0% |
| YTD | +63.1% | -93.3% | +156.4% | +62.6% |
| 1Y | +57.7% | -97.5% | +155.2% | +58.0% |
| All | +57.7% | -97.7% | +155.4% | +58.0% |
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