-7.5%
IGV vs FTNT
+49.6%
-57.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.4% |
| 7D | -7.5% | -25.7% | +18.2% | +4.2% |
| 30D | -5.6% | -29.7% | +24.1% | +9.0% |
| 3M | +1.5% | -23.1% | +24.6% | +11.6% |
| 6M | +17.1% | +45.0% | -27.9% | -5.6% |
| YTD | -2.0% | +62.9% | -64.9% | -26.8% |
| 1Y | -7.5% | +51.8% | -59.3% | -29.1% |
| All | -7.5% | +49.6% | -57.1% | -29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling