+33.9%
FROG vs IONS
+6.9%
+27.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.4% |
| 7D | -5.5% | -5.3% | -0.2% | -4.3% |
| 30D | -3.1% | +0.3% | -3.4% | -3.4% |
| 3M | +1.2% | -22.9% | +24.1% | +5.9% |
| 6M | +113.7% | -23.4% | +137.1% | +123.4% |
| YTD | +38.9% | -28.3% | +67.2% | +46.7% |
| 1Y | +72.0% | -7.0% | +79.0% | +68.5% |
| 3Y | +217.1% | +37.6% | +179.5% | +154.2% |
| 5Y | +130.6% | +53.4% | +77.2% | +67.6% |
| All | +33.9% | +6.9% | +27.0% | +4.1% |
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