-1.3%
IONQ vs FTNT
+98.9%
-100.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.1% |
| 7D | +7.1% | -2.7% | +9.8% | +8.3% |
| 30D | -8.9% | -1.4% | -7.6% | -8.6% |
| 3M | -35.6% | +10.1% | -45.6% | -37.6% |
| 6M | +13.3% | +88.2% | -74.9% | -12.5% |
| YTD | -9.8% | +98.3% | -108.1% | -33.6% |
| 1Y | -1.3% | +96.0% | -97.3% | -24.7% |
| All | -1.3% | +98.9% | -100.2% | -24.7% |
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