+479.8%
IWM vs FTNT
+7,383.5%
-6,903.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.1% |
| 7D | +1.4% | +7.1% | -5.6% | -0.2% |
| 30D | +2.3% | -30.9% | +33.2% | +10.4% |
| 3M | -8.3% | -23.1% | +14.8% | -4.0% |
| 6M | -1.3% | +8.1% | -9.4% | -5.3% |
| YTD | +13.5% | +60.2% | -46.7% | -2.2% |
| 1Y | +18.4% | +57.0% | -38.6% | +2.4% |
| 3Y | +69.6% | +152.9% | -83.3% | +25.9% |
| 5Y | +23.3% | +85.9% | -62.6% | -6.1% |
| 10Y | +147.0% | +1,896.5% | -1,749.6% | +0.3% |
| All | +479.8% | +7,383.5% | -6,903.7% | +45.9% |
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