+157.5%
FTNT vs IONS
-40.7%
+198.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.6% | +4.7% | +1.3% |
| 7D | +5.7% | -29.6% | +35.4% | +6.9% |
| 30D | -32.1% | -35.6% | +3.5% | -31.0% |
| 3M | -19.5% | -51.7% | +32.2% | -17.3% |
| 6M | +13.8% | -64.0% | +77.7% | +17.9% |
| YTD | +63.1% | -65.5% | +128.6% | +69.4% |
| 1Y | +57.7% | -62.4% | +120.1% | +62.3% |
| All | +157.5% | -40.7% | +198.2% | +139.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling