+7,050.4%
FTNT vs IWD
+546.3%
+6,504.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.6% |
| 7D | -12.7% | -0.5% | -12.2% | -12.2% |
| 30D | -37.2% | +2.7% | -39.9% | -39.0% |
| 3M | -25.8% | +0.9% | -26.7% | -26.7% |
| 6M | +32.1% | +10.5% | +21.6% | +18.5% |
| YTD | +49.7% | +23.7% | +26.0% | +19.0% |
| 1Y | +47.6% | +28.7% | +18.8% | +12.5% |
| 3Y | +137.2% | +79.7% | +57.5% | +28.1% |
| 5Y | +74.2% | +69.7% | +4.5% | +2.4% |
| 10Y | +1,824.2% | +211.4% | +1,612.8% | +499.8% |
| All | +7,050.4% | +546.3% | +6,504.1% | +1,003.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling