+148.4%
IWM vs FTNT
+1,901.6%
-1,753.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.7% | -2.8% | 0.0% |
| 7D | -0.3% | -1.0% | +0.7% | -0.1% |
| 30D | +1.9% | -33.6% | +35.5% | +11.3% |
| 3M | -5.7% | -20.9% | +15.2% | -1.9% |
| 6M | -0.3% | +11.0% | -11.3% | -5.3% |
| YTD | +15.8% | +61.3% | -45.5% | -1.4% |
| 1Y | +17.1% | +53.1% | -36.0% | +1.0% |
| 3Y | +73.1% | +152.1% | -79.0% | +25.3% |
| 5Y | +25.9% | +90.1% | -64.3% | -7.4% |
| All | +148.4% | +1,901.6% | -1,753.1% | -9.5% |
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 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