+141.6%
FTNT vs IYR
+29.2%
+112.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +1.0% | +0.2% |
| 7D | +1.7% | -0.9% | +2.6% | +2.0% |
| 30D | -4.3% | -2.4% | -1.9% | -3.5% |
| 3M | +13.6% | -2.0% | +15.6% | +14.1% |
| 6M | +87.6% | +2.5% | +85.1% | +84.1% |
| YTD | +98.0% | +8.3% | +89.7% | +89.1% |
| 1Y | +96.9% | +6.5% | +90.5% | +89.6% |
| All | +141.6% | +29.2% | +112.5% | +120.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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