+66.3%
IBIT vs FTNT
+153.6%
-87.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | -0.1% | -0.2% |
| 7D | +1.1% | +1.7% | -0.6% | +0.9% |
| 30D | +22.2% | -4.3% | +26.5% | +23.0% |
| 3M | +26.0% | +13.6% | +12.4% | +23.2% |
| 6M | +13.2% | +87.6% | -74.4% | +0.9% |
| YTD | -10.8% | +98.0% | -108.8% | -21.3% |
| 1Y | -29.9% | +96.9% | -126.9% | -38.1% |
| All | +66.3% | +153.6% | -87.3% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTNT.
Daily Out/Under-Performance
Portfolio return minus FTNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTNT 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 10y: compounded portfolio wealth divided by compounded FTNT 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…
10y analysis · Full analysis span regression · 6 months rolling