+2,072.5%
FTNT vs IVZ
+65.9%
+2,006.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.8% | -2.1% |
| 7D | -0.1% | -2.4% | +2.2% | +0.6% |
| 30D | -3.0% | +3.0% | -6.0% | -3.8% |
| 3M | +7.6% | +14.9% | -7.3% | +2.8% |
| 6M | +87.0% | +36.7% | +50.2% | +68.3% |
| YTD | +96.5% | +25.7% | +70.9% | +80.8% |
| 1Y | +92.9% | +47.7% | +45.2% | +68.3% |
| 3Y | +139.8% | +138.8% | +1.0% | +74.6% |
| 5Y | +151.3% | +62.1% | +89.2% | +100.7% |
| All | +2,072.5% | +65.9% | +2,006.6% | +1,559.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling