+154.6%
FTNT vs IWD
+73.8%
+80.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.7% |
| 7D | -2.7% | -0.2% | -2.5% | -2.6% |
| 30D | -1.4% | -0.8% | -0.6% | -0.5% |
| 3M | +10.1% | +8.0% | +2.1% | -0.1% |
| 6M | +88.2% | +18.2% | +70.0% | +51.6% |
| YTD | +98.3% | +22.3% | +76.0% | +52.5% |
| 1Y | +96.0% | +28.9% | +67.1% | +40.7% |
| 3Y | +145.8% | +71.5% | +74.2% | +17.7% |
| 5Y | +154.6% | +73.6% | +81.0% | +25.3% |
| All | +154.6% | +73.8% | +80.8% | +25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling