-2.1%
IGV vs FTNT
+104.9%
-107.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -4.5% | -5.8% | +1.3% | -1.6% |
| 30D | +3.2% | -4.8% | +8.0% | +5.6% |
| 3M | +4.5% | +4.4% | +0.1% | +1.9% |
| 6M | +22.1% | +88.8% | -66.7% | -12.5% |
| YTD | -1.0% | +96.8% | -97.9% | -30.9% |
| 1Y | -2.1% | +104.5% | -106.6% | -32.5% |
| All | -2.1% | +104.9% | -107.0% | -32.5% |
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