-9.9%
IGV vs FTNT
+98.5%
-108.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.7% | -1.1% |
| 7D | -5.4% | +1.6% | -7.0% | -6.1% |
| 30D | -2.6% | -1.9% | -0.7% | -1.9% |
| 3M | +10.5% | +14.4% | -3.9% | +2.8% |
| 6M | +18.2% | +88.7% | -70.5% | -15.3% |
| YTD | -4.2% | +100.0% | -104.3% | -33.8% |
| All | -9.9% | +98.5% | -108.4% | -37.5% |
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