-83.0%
FRMI vs IONS
-14.3%
-68.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -1.9% | -3.1% |
| 7D | +15.9% | -8.7% | +24.6% | +16.4% |
| 30D | -6.0% | -1.6% | -4.3% | -5.9% |
| 3M | -1.6% | -24.9% | +23.3% | -1.9% |
| 6M | -30.7% | -25.7% | -5.0% | -30.5% |
| YTD | -30.9% | -29.2% | -1.7% | -31.7% |
| All | -83.0% | -14.3% | -68.7% | -82.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling