+96.9%
FTNT vs IWD
+28.3%
+68.6%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.1% |
| 7D | +1.7% | -1.2% | +2.9% | +2.3% |
| 30D | -4.3% | -1.6% | -2.6% | -3.5% |
| 3M | +13.6% | +7.0% | +6.6% | +9.6% |
| 6M | +87.6% | +17.0% | +70.6% | +70.3% |
| YTD | +98.0% | +21.6% | +76.4% | +73.4% |
| 1Y | +96.9% | +28.0% | +68.9% | +61.8% |
| All | +96.9% | +28.3% | +68.6% | +61.8% |
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