+1,910.4%
FTNT vs IRM
+520.0%
+1,390.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.5% |
| 7D | +7.1% | +6.8% | +0.3% | +4.7% |
| 30D | -30.9% | +2.6% | -33.5% | -31.7% |
| 3M | -23.1% | -9.5% | -13.6% | -20.8% |
| 6M | +8.1% | -8.5% | +16.6% | +10.5% |
| YTD | +60.2% | +40.3% | +19.9% | +38.7% |
| 1Y | +57.0% | +28.7% | +28.3% | +40.0% |
| 3Y | +152.9% | +111.8% | +41.1% | +81.6% |
| 5Y | +85.9% | +189.1% | -103.2% | +17.1% |
| All | +1,910.4% | +520.0% | +1,390.4% | +799.6% |
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