+191.0%
IONQ vs FTNT
+137.3%
+53.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -3.0% | +26.4% | +24.9% |
| 7D | +8.6% | -12.7% | +21.3% | +16.4% |
| 30D | -21.1% | -37.2% | +16.1% | -1.0% |
| 3M | -17.9% | -25.8% | +7.9% | -6.4% |
| 6M | -37.9% | +32.1% | -70.1% | -49.6% |
| YTD | -27.3% | +49.7% | -77.0% | -45.8% |
| 1Y | -43.2% | +47.6% | -90.8% | -57.0% |
| 3Y | +191.0% | +137.2% | +53.8% | +114.3% |
| All | +191.0% | +137.3% | +53.7% | +114.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling