-29.3%
AFRM vs IONS
-33.4%
+4.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.8% | -3.0% |
| 7D | -7.3% | -9.4% | +2.1% | -2.8% |
| 30D | -9.6% | -10.7% | +1.2% | -4.5% |
| 3M | -11.1% | -27.7% | +16.6% | +2.7% |
| 6M | +3.9% | -48.7% | +52.6% | +37.1% |
| YTD | -8.5% | -50.2% | +41.7% | +21.5% |
| 1Y | +3.3% | -46.8% | +50.1% | +31.3% |
| 3Y | +213.7% | -14.8% | +228.6% | +163.1% |
| 5Y | -58.5% | +17.0% | -75.5% | -72.4% |
| All | -29.3% | -33.4% | +4.0% | -42.8% |
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