-29.4%
AFRM vs IONS
-47.6%
+18.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -21.4% | +21.2% | +9.9% |
| 7D | -7.5% | -24.8% | +17.3% | +4.0% |
| 30D | -15.7% | -31.5% | +15.8% | -0.9% |
| 3M | -9.6% | -45.2% | +35.6% | +17.2% |
| 6M | +6.3% | -59.1% | +65.3% | +53.1% |
| YTD | -8.6% | -60.8% | +52.2% | +33.5% |
| 1Y | -7.6% | -57.9% | +50.3% | +28.8% |
| 3Y | +173.7% | -34.5% | +208.1% | +156.9% |
| 5Y | -56.9% | -8.8% | -48.1% | -68.3% |
| All | -29.4% | -47.6% | +18.2% | -37.2% |
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