+155.8%
FTNT vs IVZ
+57.9%
+97.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | +1.6% | -2.4% | +4.0% | +2.5% |
| 30D | -1.9% | +2.5% | -4.4% | -2.8% |
| 3M | +14.4% | +17.1% | -2.7% | +7.2% |
| 6M | +88.7% | +35.1% | +53.5% | +65.7% |
| YTD | +100.0% | +24.3% | +75.7% | +80.5% |
| 1Y | +99.9% | +48.7% | +51.2% | +66.6% |
| 3Y | +147.9% | +135.6% | +12.3% | +60.7% |
| 5Y | +155.8% | +60.3% | +95.5% | +86.1% |
| All | +155.8% | +57.9% | +97.9% | +86.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling