+835.8%
IVV vs FTNT
+9,093.5%
-8,257.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.1% | -5.8% | +6.0% | +1.3% |
| 30D | +0.1% | -4.8% | +4.8% | +0.8% |
| 3M | +2.0% | +4.4% | -2.4% | +0.6% |
| 6M | +13.0% | +88.8% | -75.7% | -2.1% |
| YTD | +13.6% | +96.8% | -83.2% | -2.7% |
| 1Y | +20.1% | +104.5% | -84.4% | +1.8% |
| 3Y | +77.6% | +156.8% | -79.2% | +39.4% |
| 5Y | +82.5% | +144.1% | -61.6% | +38.8% |
| 10Y | +316.5% | +2,021.8% | -1,705.2% | +102.8% |
| All | +835.8% | +9,093.5% | -8,257.8% | +220.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling