+104.5%
FTNT vs IVZ
+56.4%
+48.0%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.3% |
| 7D | -5.8% | +0.6% | -6.5% | -6.0% |
| 30D | -4.8% | +4.0% | -8.8% | -5.4% |
| 3M | +4.4% | +18.2% | -13.8% | +1.1% |
| 6M | +88.8% | +32.8% | +56.0% | +78.4% |
| YTD | +96.8% | +28.7% | +68.1% | +85.0% |
| 1Y | +104.5% | +55.4% | +49.1% | +80.3% |
| All | +104.5% | +56.4% | +48.0% | +80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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