+2,111.2%
FTNT vs IRM
+430.1%
+1,681.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.1% | +1.7% |
| 7D | +1.6% | -1.8% | +3.4% | +2.2% |
| 30D | -1.9% | -7.8% | +5.9% | +0.8% |
| 3M | +14.4% | -7.9% | +22.2% | +17.2% |
| 6M | +88.7% | +6.3% | +82.3% | +82.3% |
| YTD | +100.0% | +38.2% | +61.9% | +75.1% |
| 1Y | +99.9% | +19.8% | +80.0% | +83.4% |
| 3Y | +147.9% | +98.8% | +49.2% | +83.3% |
| 5Y | +155.8% | +191.8% | -36.0% | +62.1% |
| All | +2,111.2% | +430.1% | +1,681.1% | +984.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling