+1,850.8%
FTNT vs IWD
+203.7%
+1,647.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.0% | +1.1% | +1.1% |
| 7D | -3.0% | +1.3% | -4.2% | -4.1% |
| 30D | -37.1% | +3.6% | -40.7% | -39.4% |
| 3M | -23.3% | +2.3% | -25.6% | -25.2% |
| 6M | +7.4% | +13.0% | -5.7% | -5.3% |
| YTD | +54.2% | +26.2% | +28.0% | +21.0% |
| 1Y | +49.7% | +30.5% | +19.3% | +13.5% |
| 3Y | +146.6% | +86.2% | +60.4% | +30.6% |
| 5Y | +75.4% | +72.9% | +2.5% | +2.3% |
| All | +1,850.8% | +203.7% | +1,647.0% | +585.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling