+795.7%
IVV vs FTNT
+6,890.6%
-6,094.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | +0.9% |
| 7D | -2.7% | -12.7% | +10.0% | -0.1% |
| 30D | -5.4% | -37.2% | +31.8% | +3.1% |
| 3M | -4.1% | -25.8% | +21.7% | +0.6% |
| 6M | +0.7% | +32.1% | -31.4% | -7.0% |
| YTD | +8.7% | +49.7% | -40.9% | -2.6% |
| 1Y | +11.0% | +47.6% | -36.6% | -0.4% |
| 3Y | +75.4% | +137.2% | -61.8% | +38.5% |
| 5Y | +68.3% | +74.2% | -5.8% | +36.0% |
| 10Y | +315.5% | +1,824.2% | -1,508.7% | +106.1% |
| All | +795.7% | +6,890.6% | -6,094.9% | +221.2% |
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