+153.0%
FTNT vs IRM
+190.5%
-37.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.6% | +0.1% |
| 7D | +1.7% | +3.0% | -1.3% | +0.6% |
| 30D | -4.3% | -5.2% | +1.0% | -2.4% |
| 3M | +13.6% | -8.0% | +21.6% | +16.6% |
| 6M | +87.6% | +9.2% | +78.4% | +78.5% |
| YTD | +98.0% | +41.0% | +57.0% | +68.5% |
| 1Y | +96.9% | +23.3% | +73.7% | +76.3% |
| 3Y | +145.4% | +102.8% | +42.5% | +64.2% |
| 5Y | +153.0% | +192.8% | -39.8% | +29.1% |
| All | +153.0% | +190.5% | -37.5% | +29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling