+89.8%
FTNT vs IONS
-11.8%
+101.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.4% | -8.2% | -2.6% |
| 7D | +7.1% | -26.3% | +33.3% | +10.7% |
| 30D | -30.9% | -31.9% | +1.1% | -27.6% |
| 3M | -23.1% | -48.0% | +24.9% | -16.8% |
| 6M | +8.1% | -62.6% | +70.6% | +21.5% |
| YTD | +60.2% | -63.3% | +123.5% | +80.0% |
| 1Y | +57.0% | -58.4% | +115.4% | +72.1% |
| 3Y | +152.9% | -38.2% | +191.1% | +144.9% |
| All | +89.8% | -11.8% | +101.6% | +48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling