-24.9%
AFRM vs IONS
-1.8%
-23.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.6% | -2.6% |
| 7D | -7.0% | -4.8% | -2.1% | -4.7% |
| 30D | -7.8% | +7.2% | -15.0% | -11.3% |
| 3M | +5.3% | -22.7% | +28.0% | +14.8% |
| 6M | +42.6% | -26.9% | +69.5% | +59.7% |
| YTD | -2.8% | -26.6% | +23.8% | +7.7% |
| 1Y | -19.3% | -2.1% | -17.2% | -25.2% |
| 3Y | +231.0% | +43.4% | +187.5% | +103.8% |
| 5Y | -22.2% | +47.0% | -69.2% | -54.1% |
| All | -24.9% | -1.8% | -23.1% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 IONS 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