+150.0%
IONQ vs FTNT
+152.2%
-2.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.8% | -4.6% | -5.5% |
| 7D | -11.5% | +7.1% | -18.5% | -14.6% |
| 30D | -8.1% | -30.9% | +22.8% | +9.6% |
| 3M | -35.8% | -23.1% | -12.7% | -27.9% |
| 6M | -47.7% | +8.1% | -55.8% | -51.4% |
| YTD | -35.6% | +60.2% | -95.8% | -53.9% |
| 1Y | -36.4% | +57.0% | -93.4% | -53.6% |
| 3Y | +150.0% | +152.9% | -2.9% | +61.2% |
| All | +150.0% | +152.2% | -2.2% | +61.2% |
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