-84.3%
FRMI vs IONS
-11.1%
-73.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.1% | +5.4% | +5.4% |
| 7D | +2.4% | -4.8% | +7.2% | +2.6% |
| 30D | -17.3% | +7.2% | -24.5% | -17.7% |
| 3M | -17.2% | -22.7% | +5.5% | -17.5% |
| 6M | -43.4% | -26.9% | -16.5% | -43.4% |
| YTD | -36.0% | -26.6% | -9.4% | -36.8% |
| All | -84.3% | -11.1% | -73.2% | -84.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling