-27.7%
AFRM vs IONS
-34.4%
+6.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -3.4% | -4.5% | -6.2% |
| 7D | -6.9% | -12.6% | +5.7% | -0.6% |
| 30D | -7.0% | -11.8% | +4.8% | -1.2% |
| 3M | -11.2% | -28.4% | +17.2% | +3.1% |
| 6M | +4.3% | -48.4% | +52.7% | +37.1% |
| YTD | -6.4% | -51.0% | +44.5% | +25.2% |
| 1Y | -2.6% | -48.0% | +45.4% | +25.5% |
| 3Y | +210.6% | -17.8% | +228.3% | +166.7% |
| 5Y | -57.6% | +15.2% | -72.8% | -71.6% |
| All | -27.7% | -34.4% | +6.7% | -41.1% |
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