+155.8%
FTNT vs IYR
+4.5%
+151.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +2.0% | +1.7% |
| 7D | +1.6% | -2.8% | +4.4% | +3.7% |
| 30D | -1.9% | -2.5% | +0.7% | -0.2% |
| 3M | +14.4% | -3.0% | +17.3% | +16.3% |
| 6M | +88.7% | +1.6% | +87.0% | +83.9% |
| YTD | +100.0% | +7.3% | +92.7% | +86.4% |
| 1Y | +99.9% | +5.6% | +94.2% | +88.4% |
| 3Y | +147.9% | +28.1% | +119.8% | +92.3% |
| 5Y | +155.8% | +6.1% | +149.7% | +162.9% |
| All | +155.8% | +4.5% | +151.3% | +162.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling