+11.0%
FTNT vs IWD
+13.2%
-2.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.2% | +3.4% |
| 7D | -1.0% | -0.6% | -0.4% | -0.9% |
| 30D | -33.6% | +3.6% | -37.2% | -34.6% |
| 3M | -20.9% | +2.7% | -23.5% | -21.5% |
| 6M | +11.0% | +13.2% | -2.2% | -0.3% |
| All | +11.0% | +13.2% | -2.3% | -0.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling