+356.3%
IGV vs FTNT
+2,134.8%
-1,778.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.7% | -1.1% |
| 7D | -5.4% | +1.6% | -7.0% | -6.0% |
| 30D | -2.6% | -1.9% | -0.7% | -1.9% |
| 3M | +10.5% | +14.4% | -3.9% | +3.9% |
| 6M | +18.2% | +88.7% | -70.5% | -11.0% |
| YTD | -4.2% | +100.0% | -104.3% | -29.7% |
| 1Y | -9.8% | +99.9% | -109.7% | -33.9% |
| 3Y | +39.1% | +147.9% | -108.8% | -11.9% |
| 5Y | +21.2% | +155.8% | -134.6% | -29.7% |
| All | +356.3% | +2,134.8% | -1,778.5% | +8.9% |
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