+1,947.1%
FTNT vs IWD
+202.4%
+1,744.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.5% |
| 7D | +5.7% | +1.7% | +4.1% | +4.0% |
| 30D | -32.1% | +3.2% | -35.3% | -34.3% |
| 3M | -19.5% | +2.3% | -21.8% | -21.5% |
| 6M | +13.8% | +12.9% | +0.8% | +0.4% |
| YTD | +63.1% | +26.2% | +36.9% | +28.0% |
| 1Y | +57.7% | +28.3% | +29.4% | +21.6% |
| 3Y | +154.9% | +84.4% | +70.5% | +36.3% |
| 5Y | +89.3% | +73.0% | +16.3% | +10.2% |
| All | +1,947.1% | +202.4% | +1,744.7% | +589.0% |
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