+9,303.7%
FTNT vs IWD
+544.4%
+8,759.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | +0.6% |
| 7D | -5.8% | -0.3% | -5.6% | -5.6% |
| 30D | -4.8% | +0.6% | -5.4% | -5.4% |
| 3M | +4.4% | +7.2% | -2.8% | -2.9% |
| 6M | +88.8% | +16.2% | +72.6% | +60.8% |
| YTD | +96.8% | +23.3% | +73.5% | +57.4% |
| 1Y | +104.5% | +29.6% | +74.9% | +55.4% |
| 3Y | +156.8% | +70.5% | +86.3% | +46.6% |
| 5Y | +144.1% | +73.5% | +70.6% | +40.8% |
| 10Y | +2,021.8% | +198.3% | +1,823.5% | +594.3% |
| All | +9,303.7% | +544.4% | +8,759.3% | +1,360.2% |
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