-83.4%
FRMI vs IONS
-14.8%
-68.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.9% | -2.5% |
| 7D | +10.9% | -4.3% | +15.2% | +11.1% |
| 30D | -24.3% | +0.4% | -24.7% | -24.3% |
| 3M | -21.8% | -24.1% | +2.3% | -21.9% |
| 6M | -33.0% | -26.4% | -6.6% | -32.9% |
| YTD | -32.6% | -29.7% | -3.0% | -33.4% |
| All | -83.4% | -14.8% | -68.6% | -83.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling