+67.0%
FROG vs IONS
-41.6%
+108.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -21.4% | +28.5% | +11.8% |
| 7D | +27.1% | -24.8% | +51.9% | +34.3% |
| 30D | +5.8% | -31.5% | +37.4% | +14.3% |
| 3M | +20.8% | -45.2% | +66.0% | +36.5% |
| 6M | +53.3% | -59.1% | +112.4% | +82.6% |
| YTD | +73.2% | -60.8% | +134.0% | +107.3% |
| 1Y | +80.3% | -57.9% | +138.2% | +111.1% |
| 3Y | +318.3% | -34.5% | +352.8% | +306.8% |
| 5Y | +179.9% | -8.8% | +188.7% | +126.5% |
| All | +67.0% | -41.6% | +108.5% | +47.1% |
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