+22.9%
IWM vs FTNT
+98.7%
-75.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.1% |
| 7D | -2.5% | +1.6% | -4.1% | -2.7% |
| 30D | -4.4% | -1.9% | -2.5% | -4.3% |
| 3M | +2.2% | +14.4% | -12.1% | +0.9% |
| 6M | +14.0% | +88.7% | -74.6% | +7.0% |
| YTD | +17.4% | +100.0% | -82.7% | +8.4% |
| 1Y | +22.9% | +99.9% | -76.9% | +13.6% |
| All | +22.9% | +98.7% | -75.8% | +13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling