+9,374.7%
FTNT vs IYR
+307.8%
+9,066.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.8% | +0.8% |
| 7D | -2.7% | -0.4% | -2.3% | -2.4% |
| 30D | -1.4% | -2.5% | +1.2% | +0.2% |
| 3M | +10.1% | +1.5% | +8.6% | +8.5% |
| 6M | +88.2% | +3.9% | +84.3% | +81.6% |
| YTD | +98.3% | +9.5% | +88.8% | +84.1% |
| 1Y | +96.0% | +7.5% | +88.5% | +84.3% |
| 3Y | +145.8% | +30.8% | +115.0% | +97.7% |
| 5Y | +154.6% | +4.8% | +149.8% | +142.2% |
| 10Y | +2,063.6% | +64.3% | +1,999.3% | +1,373.6% |
| All | +9,374.7% | +307.8% | +9,066.9% | +3,553.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling