+52.8%
IONQ vs FTNT
+72.2%
-19.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -3.0% | +26.4% | +25.4% |
| 7D | +8.6% | -12.7% | +21.3% | +18.5% |
| 30D | -21.1% | -37.2% | +16.1% | +5.0% |
| 3M | -17.9% | -25.8% | +7.9% | -3.4% |
| 6M | -37.9% | +32.1% | -70.1% | -53.0% |
| YTD | -27.3% | +49.7% | -77.0% | -50.3% |
| 1Y | -43.2% | +47.6% | -90.8% | -60.4% |
| 3Y | +191.0% | +137.2% | +53.8% | +34.1% |
| All | +52.8% | +72.2% | -19.4% | -10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling