-83.1%
FRMI vs IONS
-17.0%
-66.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.6% | +4.6% | +2.1% |
| 7D | +7.4% | -6.7% | +14.1% | +7.6% |
| 30D | -27.6% | -4.1% | -23.5% | -27.5% |
| 3M | -20.9% | -26.6% | +5.7% | -21.0% |
| 6M | -36.6% | -27.5% | -9.1% | -36.4% |
| YTD | -31.3% | -31.5% | +0.2% | -32.0% |
| All | -83.1% | -17.0% | -66.0% | -82.8% |
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 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