-6.2%
IONQ vs FTNT
+104.9%
-111.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +0.8% | -5.8% | +6.7% | +3.2% |
| 30D | -1.0% | -4.8% | +3.7% | +0.7% |
| 3M | -39.8% | +4.4% | -44.2% | -40.6% |
| 6M | +6.4% | +88.8% | -82.3% | -17.7% |
| YTD | -11.9% | +96.8% | -108.7% | -34.3% |
| 1Y | -6.2% | +104.5% | -110.6% | -25.8% |
| All | -6.2% | +104.9% | -111.1% | -25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling