+198.9%
FROG vs IONS
-18.9%
+217.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.6% | +4.6% | +1.7% |
| 7D | +48.2% | -29.6% | +77.8% | +58.0% |
| 30D | +11.4% | -35.6% | +47.0% | +21.4% |
| 3M | +28.5% | -51.7% | +80.2% | +48.3% |
| 6M | +63.7% | -64.0% | +127.7% | +98.7% |
| YTD | +77.1% | -65.5% | +142.6% | +115.7% |
| 1Y | +79.3% | -62.4% | +141.8% | +113.5% |
| 3Y | +323.8% | -41.1% | +364.8% | +314.2% |
| 5Y | +198.9% | -16.5% | +215.4% | +118.8% |
| All | +198.9% | -18.9% | +217.8% | +118.8% |
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 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