+309.6%
IVV vs FTNT
+1,879.8%
-1,570.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.1% | -0.7% | +1.7% |
| 7D | +0.1% | -3.0% | +3.1% | +0.8% |
| 30D | -3.3% | -37.1% | +33.8% | +6.5% |
| 3M | -2.4% | -23.3% | +20.9% | +2.2% |
| 6M | +2.6% | +7.4% | -4.8% | -1.3% |
| YTD | +11.3% | +54.2% | -42.9% | -3.0% |
| 1Y | +13.4% | +49.7% | -36.3% | -0.5% |
| 3Y | +80.3% | +146.6% | -66.3% | +33.9% |
| 5Y | +72.7% | +75.4% | -2.7% | +32.4% |
| 10Y | +309.6% | +1,828.7% | -1,519.0% | +68.7% |
| All | +309.6% | +1,879.8% | -1,570.1% | +68.7% |
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