+201.1%
FROG vs IONS
+43.7%
+157.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.3% | -3.3% |
| 7D | -11.3% | -4.8% | -6.4% | -11.1% |
| 30D | +3.6% | +7.2% | -3.6% | +3.3% |
| 3M | +1.7% | -22.7% | +24.4% | +2.3% |
| 6M | +123.5% | -26.9% | +150.4% | +125.0% |
| YTD | +40.2% | -26.6% | +66.8% | +40.9% |
| 1Y | +81.0% | -2.1% | +83.1% | +78.4% |
| All | +201.1% | +43.7% | +157.4% | +177.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling