+202.0%
IONQ vs FTNT
+297.3%
-95.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -3.0% | +26.4% | +25.3% |
| 7D | +8.6% | -12.7% | +21.3% | +18.2% |
| 30D | -21.1% | -37.2% | +16.1% | +4.0% |
| 3M | -17.9% | -25.8% | +7.9% | -3.8% |
| 6M | -37.9% | +32.1% | -70.1% | -52.4% |
| YTD | -27.3% | +49.7% | -77.0% | -49.3% |
| 1Y | -43.2% | +47.6% | -90.8% | -59.7% |
| 3Y | +191.0% | +137.2% | +53.8% | +41.1% |
| 5Y | +69.3% | +74.2% | -4.9% | -5.5% |
| All | +202.0% | +297.3% | -95.2% | +25.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling