+87.7%
FROG vs IONS
-47.9%
+135.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | +1.6% | +33.7% | +35.1% |
| 7D | +7.0% | -9.4% | +16.4% | +7.9% |
| 30D | +2.9% | -10.7% | +13.6% | +3.8% |
| 3M | +21.6% | -27.7% | +49.3% | +22.6% |
| 6M | +87.7% | -48.7% | +136.4% | +92.2% |
| All | +87.7% | -47.9% | +135.5% | +92.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling