+23.1%
IGV vs FTNT
+151.3%
-128.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +1.0% |
| 7D | -2.9% | -0.1% | -2.8% | -2.9% |
| 30D | -1.5% | -3.0% | +1.5% | -0.4% |
| 3M | +11.7% | +7.6% | +4.1% | +8.1% |
| 6M | +18.4% | +87.0% | -68.5% | -9.3% |
| YTD | -3.9% | +96.5% | -100.5% | -27.9% |
| 1Y | -9.7% | +92.9% | -102.6% | -31.8% |
| 3Y | +38.4% | +139.8% | -101.4% | -8.2% |
| All | +23.1% | +151.3% | -128.1% | -30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling