-20.9%
FTNT vs IONS
-50.1%
+29.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.7% |
| 7D | -1.0% | -29.4% | +28.4% | -3.9% |
| 30D | -33.6% | -35.1% | +1.5% | -35.8% |
| 3M | -20.9% | -48.9% | +28.0% | -30.3% |
| All | -20.9% | -50.1% | +29.2% | -30.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling