+57.0%
FTNT vs IRM
+20.8%
+36.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.7% |
| 7D | +7.1% | +6.8% | +0.3% | +6.1% |
| 30D | -30.9% | +2.6% | -33.5% | -31.0% |
| 3M | -23.1% | -9.5% | -13.6% | -22.5% |
| 6M | +8.1% | -8.5% | +16.6% | +8.9% |
| YTD | +60.2% | +40.3% | +19.9% | +43.6% |
| 1Y | +57.0% | +28.7% | +28.3% | +42.2% |
| All | +57.0% | +20.8% | +36.2% | +42.2% |
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