+317.2%
FROG vs IONS
-40.7%
+357.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.6% | +4.6% | +1.2% |
| 7D | +48.2% | -29.6% | +77.8% | +50.9% |
| 30D | +11.4% | -35.6% | +47.0% | +14.3% |
| 3M | +28.5% | -51.7% | +80.2% | +33.7% |
| 6M | +63.7% | -64.0% | +127.7% | +72.1% |
| YTD | +77.1% | -65.5% | +142.6% | +85.9% |
| 1Y | +79.3% | -62.4% | +141.8% | +87.1% |
| All | +317.2% | -40.7% | +357.9% | +270.8% |
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 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