+139.8%
FTNT vs IWF
+76.9%
+63.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.5% | -2.4% |
| 7D | -0.1% | -0.9% | +0.8% | +0.6% |
| 30D | -3.0% | -1.7% | -1.2% | -1.4% |
| 3M | +7.6% | +0.7% | +6.9% | +6.9% |
| 6M | +87.0% | +8.6% | +78.4% | +74.3% |
| YTD | +96.5% | +3.5% | +93.0% | +91.0% |
| 1Y | +92.9% | +7.0% | +85.9% | +82.4% |
| 3Y | +139.8% | +76.3% | +63.5% | +56.0% |
| All | +139.8% | +76.9% | +63.0% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 3y: compounded portfolio wealth divided by compounded IWF 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…
3y analysis · Full analysis span regression · 6 months rolling