+51.8%
FTNT vs IWD
+33.0%
+18.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +0.5% |
| 7D | -25.7% | +2.5% | -28.2% | -26.1% |
| 30D | -29.7% | +6.0% | -35.7% | -30.9% |
| 3M | -23.1% | +3.8% | -26.9% | -23.9% |
| 6M | +45.0% | +16.3% | +28.7% | +37.7% |
| YTD | +62.9% | +27.5% | +35.5% | +45.2% |
| 1Y | +51.8% | +32.8% | +19.0% | +29.4% |
| All | +51.8% | +33.0% | +18.8% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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