+185.7%
IONQ vs FTNT
+333.0%
-147.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +1.1% | -10.5% | -10.1% |
| 7D | +16.8% | +5.7% | +11.0% | +12.1% |
| 30D | -11.1% | -32.1% | +20.9% | +11.3% |
| 3M | -31.7% | -19.5% | -12.3% | -24.0% |
| 6M | -44.8% | +13.8% | -58.5% | -51.4% |
| YTD | -31.2% | +63.1% | -94.4% | -54.6% |
| 1Y | -39.1% | +57.7% | -96.9% | -58.6% |
| 3Y | +189.5% | +154.9% | +34.6% | +34.4% |
| 5Y | +53.2% | +89.3% | -36.1% | -19.6% |
| All | +185.7% | +333.0% | -147.3% | +12.3% |
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