-39.1%
IONQ vs FTNT
+55.4%
-94.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +1.1% | -10.5% | -9.8% |
| 7D | +16.8% | +5.7% | +11.0% | +13.9% |
| 30D | -11.1% | -32.1% | +20.9% | +2.4% |
| 3M | -31.7% | -19.5% | -12.3% | -26.5% |
| 6M | -44.8% | +13.8% | -58.5% | -46.6% |
| YTD | -31.2% | +63.1% | -94.4% | -46.0% |
| 1Y | -39.1% | +57.7% | -96.9% | -48.5% |
| All | -39.1% | +55.4% | -94.6% | -48.5% |
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 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