+40.2%
FTNT vs IRE
-97.2%
+137.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +39.6% | -42.6% | -3.9% |
| 7D | -12.7% | -27.2% | +14.5% | -12.3% |
| 30D | -37.2% | -75.1% | +37.9% | -36.0% |
| 3M | -25.8% | -77.9% | +52.1% | -24.4% |
| 6M | +32.1% | -94.6% | +126.7% | +35.4% |
| YTD | +49.7% | -91.5% | +141.2% | +47.9% |
| 1Y | +47.6% | -97.8% | +145.4% | +53.1% |
| All | +40.2% | -97.2% | +137.4% | +42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling