+69.8%
IBIT vs FTNT
+152.1%
-82.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | +3.0% | -5.8% | +8.9% | +4.0% |
| 30D | +23.1% | -4.8% | +27.9% | +23.9% |
| 3M | +25.6% | +4.4% | +21.1% | +24.4% |
| 6M | +9.1% | +88.8% | -79.6% | -2.9% |
| YTD | -8.9% | +96.8% | -105.7% | -19.5% |
| 1Y | -27.5% | +104.5% | -131.9% | -36.2% |
| All | +69.8% | +152.1% | -82.2% | +52.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling