+104.5%
FTNT vs IRM
+34.4%
+70.1%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.7% | -0.3% |
| 7D | -5.8% | -0.5% | -5.4% | -5.8% |
| 30D | -4.8% | -8.1% | +3.3% | -3.8% |
| 3M | +4.4% | -9.7% | +14.1% | +5.5% |
| 6M | +88.8% | +10.0% | +78.8% | +81.7% |
| YTD | +96.8% | +43.0% | +53.8% | +75.2% |
| 1Y | +104.5% | +32.7% | +71.8% | +86.8% |
| All | +104.5% | +34.4% | +70.1% | +86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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