+2,111.2%
FTNT vs IONS
+92.6%
+2,018.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | +1.6% | -4.3% | +5.9% | +2.4% |
| 30D | -1.9% | +0.4% | -2.3% | -2.2% |
| 3M | +14.4% | -24.1% | +38.5% | +18.7% |
| 6M | +88.7% | -26.4% | +115.1% | +96.5% |
| YTD | +100.0% | -29.7% | +129.7% | +109.7% |
| 1Y | +99.9% | -13.0% | +112.9% | +100.0% |
| 3Y | +147.9% | +35.0% | +112.9% | +113.8% |
| 5Y | +155.8% | +54.2% | +101.6% | +107.1% |
| All | +2,111.2% | +92.6% | +2,018.5% | +1,625.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 IONS 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