+227.2%
IONQ vs FTNT
+309.4%
-82.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.1% | +5.3% | +6.4% |
| 7D | +25.5% | -3.0% | +28.4% | +27.8% |
| 30D | -11.4% | -37.1% | +25.7% | +16.9% |
| 3M | -20.5% | -23.3% | +2.8% | -8.7% |
| 6M | -28.2% | +7.4% | -35.6% | -34.3% |
| YTD | -21.2% | +54.2% | -75.5% | -46.0% |
| 1Y | -40.4% | +49.7% | -90.1% | -58.0% |
| 3Y | +214.7% | +146.6% | +68.1% | +49.0% |
| 5Y | +56.9% | +75.4% | -18.6% | -13.4% |
| All | +227.2% | +309.4% | -82.2% | +33.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling